Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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A note on the existence of the posteriors for one-way random effect probit models
A class of modified Stein estimators with easily computable risk functions
A family of minimax estimators of a multivariate normal mean
Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost
Dominance of the positive-part version of the James-Stein estimator
Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems
Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
Stein's positive part estimator and Bayes estimator
Admissible and minimax multiparameter estimation in exponential families
Ignorance prior distribution of a hyperparameter and Stein's estimator
Bayes minimax estimation of multiple Poisson parameters
Bayes minimax estimators of a multivariate normal mean
Asymptotic optimality of hierarchical Bayes estimators and predictors
Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix
Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss
Minimax estimation of a multivariate normal mean under polynomial loss
Minimax Bayes estimators of a multivariate normal mean
A unified and broadened class of admissible minimax estimators of a multivariate normal mean
Stein's idea and minimax admissible estimation of a multivariate normal mean
Set-induced minimax estimators for a multivariate normal mean.
Compound decision theory and empirical Bayes methods
Stein estimation -- a review
Estimation of a non-centrality parameter under Stein-type-like losses
Estimation of a parameter vector restricted to a cone
High-dimensional multivariate posterior consistency under global-local shrinkage priors
A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale
Bayesian simultaneous estimation for means in \(k\)-sample problems
Model uncertainty
On the construction of Bayes minimax estimators
On estimation with balanced loss functions
Shrinkage estimation in the two-way multivariate normal model
Choice of hierarchical priors: Admissibility in estimation of normal means
Minimax estimation of location parameters for certain spherically symmetric distributions
Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
The philosophical significance of Stein's paradox
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
On admissible estimation of a mean vector when the scale is unknown
A global-local approach for detecting hotspots in multiple-response regression
Statistical theory powering data science
Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions
Bayes minimax competitors of preliminary test estimators in k sample problems
On improved shrinkage estimators for concave loss
Improved minimax estimation of a multivariate normal mean under heteroscedasticity
Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis
On minimaxity and admissibility of hierarchical Bayes estimators
Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
A Bayes minimax result for spherically symmetric unimodal distributions
SURE estimates under dependence and heteroscedasticity
Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors
Empirical Bayes vs. fully Bayes variable selection
Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
Improved minimax predictive densities under Kullback-Leibler loss
A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles
A new class of generalized Bayes minimax ridge regression estimators
Shrinkage confidence procedures
From minimax shrinkage estimation to minimax shrinkage prediction
Shrinkage estimation in multilevel normal models
Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions
A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
Minimax estimation of the mean of the multivariate normal distribution
A note on james-stein and bayes empiricl bayes estimators
Shrinkage Estimators for Covariance Matrices
Modeling random effects using global-local shrinkage priors in small area estimation
Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression
Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification
Shrinkage efficiency bounds
On the choice of co-ordinates in simultaneous estimation of normal means under misspecification of normal priors
Bayesian shrinkage estimates for regression coefficients in m populations
Bayes and empirical Bayes shrinkage estimation of regression coefficients
Bayesian break-point forecasting in parallel time series, with application to university admissions
A family of admissible minimax estimators of the mean of a multivariate, normal distribution
Multiparameter estimation of discrete exponential distributions
Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
Generalized james-stein estimatoes
Further remarks on estimating the parameter of a noncentral chi-square distribution
Choosing shrinkage estimators for regression problems
Simultaneous estimation of the multivariate normal mean under balanced loss function
Estimations in the normal regression empirical bayes model
Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
Estimation Of A Multivariate Normal Mean Vector And Local Improvements
SURE Estimates for a Heteroscedastic Hierarchical Model
A prior for the variance in hierarchical models
EMVS: the EM approach to Bayesian variable selection
scientific article; zbMATH DE number 7387520 (Why is no real title available?)
The adaptive normal-hypergeometric-inverted-beta priors for sparse signals
scientific article; zbMATH DE number 7604773 (Why is no real title available?)
Shrinkage estimation of location parameters in a multivariate skew-normal distribution
Posterior odds with a generalized hyper-g-prior
Frequency coverage properties of a uniform shrinkage prior distribution
Large-scale multiple hypothesis testing with the normal-beta prime prior
Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
Robust hierarchical Bayes estimation of exchangeable means

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