Estimation of the mean of a multivariate normal distribution

Point estimation (62F10) Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Minimax procedures in statistical decision theory (62C20)

Cited In (only showing first 100 items - show all)

Improved confidence sets for the mean of a multivariate normal distribution
Improved model selection method for a regression function with dependent noise
A study on tuning parameter selection for the high-dimensional lasso
On predictive density estimation for location families under integrated squared error loss
Minimax and adaptive inference in nonparametric function estimation
The projected GSURE for automatic parameter tuning in iterative shrinkage methods
Nonparametric Regression with Sample Design Following a Random Process
Fast linearized alternating direction minimization algorithm with adaptive parameter selection for multiplicative noise removal
Spatial adaptive Bayesian wavelet threshold exploiting scale and space consistency
Estimated confidence procedures for multivariate normal means
Estimators with nondecreasing risk: Application of a chi-squared identity
The risk of James-Stein and Lasso shrinkage
Modeling liquid association
Confidence intervals for nonparametric regression
A provisioning problem with stochastic payments
The effect of estimation in high-dimensional portfolios
``Almost arbitrary minimax estimators of location for independent component variance mixtures of normal variates
Non-local methods with shape-adaptive patches (NLM-SAP)
Improved estimation under collinearity and squared error loss
Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems
Shrinkage confidence procedures
Signal denoising using optimized trimmed thresholding
Wavelet estimation of a base-line signal from repeated noisy measurements by vertical block shrinkage.
Minimax estimators in the normal MANOVA model
Improving the James-Stein estimator using the Stein variance estimator
Automatic and asymptotically optimal data sharpening for nonparametric regression
Combining coordinates in simultaneous estimation of normal means
Improved estimation of the mean vector for student-t model
An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
Shrinkage estimation in multilevel normal models
Empirical Bayes regression analysis with many regressors but fewer observations
Block-dependent thresholding in wavelet regression
General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
A note on the generalized degrees of freedom under the \(L_{1}\) loss function
Algorithms for Fitting the Constrained Lasso
A matrix variance inequality
A new bounded log-linear regression model
A formal bayes multiple shrinkage estimator
Stein estimation for infinitely divisible laws
Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution
Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
Estimating a multivariate treatment effect under a biased allocation rule
Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
The extended Stein procedure for simultaneous model selection and parameter estimation
Multiplicative denoising based on linearized alternating direction method using discrepancy function constraint
Fast interscale wavelet denoising of Poisson-corrupted images
Model averaging based on James-Stein estimators
Adaptive and efficient estimation in the Gaussian sequence model
An improved \(C_p\) criterion for spline smoothing
Empirical Bayes predictive densities for high-dimensional normal models
Quadratic loss estimation when certain components of the location parameter are positive
Simultaneous estimation of negative binomial dispersion parameters
Estimation of the MSE matrix of the stein estimator
On improved loss estimation for shrinkage estimators
High-Dimensional Spatial Quantile Function-on-Scalar Regression
Admissibility and inadmissibility of estimators in the one-parameter exponential family
Optimal Approximation of Signal Priors
A Berry-Esseen bound for the lightbulb process
The Stein phenomenon for monotone incomplete multivariate normal data
Stein approximation for functionals of independent random sequences
Shrinkage estimators of the location parameter for certain spherically symmetric distributions
On principal Hessian directions for multivariate response regressions
Stein's density method for multivariate continuous distributions
A pseudo-heuristic parameter selection rule for \(l^1\)-regularized minimization problems
Posterior propriety for hierarchical models with log-likelihoods that have norm bounds
On asymptotic risk of selecting models for possibly nonstationary time-series
Stein type lemmas for location-scale mixture of generalized skew-elliptical random vectors
Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
Context adaptive residual coding for efficient compression of MCEEG employing wave atom transforms
Degrees of freedom in low rank matrix estimation
A new algorithm of non-Gaussian component analysis with radial kernel functions
Degrees of freedom and model selection in semiparametric additive monotone regression
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
Extensions of Stein's Lemma for the Skew-Normal Distribution
Sparsity with sign-coherent groups of variables via the cooperative-Lasso
Simple regression in view of elliptical models
Estimating random effects via adjustment for density maximization
Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
Ridge estimated confidence intervals:a monte carlo evaluaion
Estimation of nonlinear differential equation model for glucose-insulin dynamics in type I diabetic patients using generalized smoothing
Stein’s Lemma for generalized skew-elliptical random vectors
Admissible predictive density estimation
Stein estimation -- a review
Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
Exponential weighting and oracle inequalities for projection estimates
Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
A note on classical Stein-type estimators in elliptically contoured models
A note on the comparison of the Stein estimator and the James-Stein estimator
Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
On a shrinkage estimator of a normal common mean vector
A MULTIVARIATE VERSION OF STEIN'S IDENTITY WITH APPLICATIONS TO MOMENT CALCULATIONS AND ESTIMATION OF CONDITIONALLY SPECIFIED DISTRIBUTIONS
A note on loss estimation
Wavelets in statistics: A review
Corrected confidence intervals for adaptive nonlinear regression models
On the generalization of Stein's lemma for elliptical class of distributions
Minimax estimation of means of multivariate normal mixtures
Reflections on Fourteen Cryptic Issues Concerning the Nature of Statistical Inference*

This page was built for publication: Estimation of the mean of a multivariate normal distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1159929)