M. E. Bock

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Person:959804

Available identifiers

zbMath Open bock.mary-ellenMaRDI QIDQ959804

List of research outcomes





PublicationDate of PublicationType
Statistics: Harnessing the Power of Information2014-05-02Paper
Pre-test estimation under squared error loss2013-10-24Paper
https://portal.mardi4nfdi.de/entity/Q53269552013-08-01Paper
Cavity detection and matching for binding site recognition2008-12-12Paper
Combinatorial Pattern Matching2005-12-14Paper
https://portal.mardi4nfdi.de/entity/Q31581132005-01-20Paper
https://portal.mardi4nfdi.de/entity/Q44174762003-07-29Paper
An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33580691988-01-01Paper
A note on the noncentral chi-square distribution1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38145401988-01-01Paper
Tables for distributions of quadratic forms1988-01-01Paper
Inequalities for linear combinations of gamma random variables1987-01-01Paper
Collections of Functions for Perfect Hashing1986-01-01Paper
Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions1985-01-01Paper
A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions1984-01-01Paper
The non-optimality of the inequality restricted estimator under squared error loss1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36926801983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37327591982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41783731978-01-01Paper
Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32079231977-01-01Paper
Combining independent normal mean estimation problems with unknown variances1976-01-01Paper
A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40984801976-01-01Paper
Minimax estimators of the mean of a multivariate normal distribution1975-01-01Paper
A mean square error test when stochastic restrictions are used in regression1974-01-01Paper
The Statistical Consequences of Preliminary Test Estimators in Regression1973-01-01Paper
Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound1973-01-01Paper
Some comments on estimation in regression after preliminary tests of significance1973-01-01Paper
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression1973-01-01Paper

Research outcomes over time

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