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)

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*
Large sample asymptotic properties of the double k-class estimators in linear regression models
Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
Improved estimation in lognormal regression models
On improved estimation under Weibull model
A moment recursive formula for a class of distributions
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
Shrinkage estimation in the two-way multivariate normal model
\(L^1\) bounds in normal approximation
Selection strategy for covariance structure of random effects in linear mixed-effects models
Penalized wavelets: embedding wavelets into semiparametric regression
The superharmonic condition for simultaneous estimation of means in exponential familles
Estimating a restricted normal mean
An adjusted maximum likelihood method for solving small area estimation problems
Unbiased risk estimation and scoring rules
The heat equation and Stein's identity: connections, applications
The principle of penalized empirical risk in severely ill-posed problems
Stein's lemma for elliptical random vectors
Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
Proper Bayes minimax estimators of the normal mean matrix with common unknown variances
Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
From minimax shrinkage estimation to minimax shrinkage prediction
On the estimation of a restricted normal mean
Stein estimation for spherically symmetric distributions: recent developments
A class of shrinkage estimators in linear regression
Stein-like 2SLS estimator
On testing linear hypothesis in a nested error regression model
Local law and Tracy-Widom limit for sparse stochastic block models
A note on corrected-score estimation
Simultaneous estimation of restricted means via the Gauss divergence theorem
Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations
Limit expressions for the risk of james‐stein estimators
Generalized \(\ell_1\)-penalized quantile regression with linear constraints
Expansions for multivariate densities
A note on Stein's lemma for multivariate elliptical distributions
Weighted risk capital allocations
Simultaneous estimation of the multivariate normal mean under balanced loss function
Shrinkage estimation for convex polyhedral cones
Ordered smoothers with exponential weighting
Minimax estimation of normal precisions via expansion estimators
Truncated linear estimation of a bounded multivariate normal mean
Estimating a positive normal mean
The inadmissibility of the Stein estimator in normal multiple regression equations
A square bias transformation of probability distributions: some properties and applications
An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models
Bounds on the constant in the mean central limit theorem
Berry-Esseen bounds for combinatorial central limit theorems and pattern occurrences, using zero and size biasing
On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
Improved prediction in the presence of multicollinearity
Adaptive order selection for autoregressive models
On the comparison of the pre-test and shrinkage estimators for the univariate normal mean
Least angle regression. (With discussion)
Sequential shrinkage estimation in the general linear model
On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
Sparse estimation via nonconcave penalized likelihood in factor analysis model
A Regression Modeling Approach to Structured Shrinkage Estimation
Penalising model component complexity: a principled, practical approach to constructing priors
Kernel methods in system identification, machine learning and function estimation: a survey
Model averaging, asymptotic risk, and regressor groups
On the degrees of freedom in shape-restricted regression.
Shrinkage and modification techniques in estimation of variance and the related problems: A review
Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
Conditional and unconditional methods for selecting variables in linear mixed models
Risk hull method and regularization by projections of ill-posed inverse problems
The Stein effect for Fréchet means
On the degrees of freedom of mixed matrix regression
SURE Estimates for a Heteroscedastic Hierarchical Model
Optimal investment with noise trading risk
SURE-type functionals as criteria for parametric PSF estimation
Local behavior of sparse analysis regularization: applications to risk estimation
Comparing and selecting spatial predictors using local criteria
An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
Iterative constrained minimization for vectorial TV image deblurring

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