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)

On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling
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Corrected empirical Bayes confidence intervals in nested error regression models
Liu estimation in generalized linear models: application on gamma distributed response variable
Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
An empirical Bayes risk prediction model using multiple traits for sequencing data
Model-free variable selection for conditional mean in regression
An algebraic characterization of the optimum of regularized kernel methods
Bootstrap consistency for quadratic forms of sample averages with increasing dimension
Accuracy assessment for high-dimensional linear regression
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Minimax estimation of the mean of the multivariate normal distribution
Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
Empirical risk minimization as parameter choice rule for general linear regularization methods
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
Block thresholding wavelet regression using SCAD penalty
Estimation of the conditional risk in classification: the swapping method
An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach
Spatial weights matrix selection and model averaging for spatial autoregressive models
Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
Density prediction and the Stein phenomenon
Low complexity regularization of linear inverse problems
Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
Estimation of location parameters for spherically symmetric distributions
Parameter recovery in two-component contamination mixtures: the \(L^2\) strategy
Prior information in regression: to choose or not to choose?
On minimaxity and admissibility of hierarchical Bayes estimators
On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
SURE-tuned tapering estimation of large covariance matrices
Dominance properties of constrained Bayes and empirical Bayes estimators
Predictive risk estimation for the expectation maximization algorithm with Poisson data
Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
Stein's identity, Fisher information, and projection pursuit: A triangulation
Ultrasound speckle reduction using adaptive wavelet thresholding
Hybid shrinkage estimators using penalty bases for the ordinal one-way layout
Stokes' theorem, Stein's identity and completeness
An identity for multidimensional continuous exponential families and its applications
Estimation of a mean vector under quartic loss
On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression
The informational gain from Stein and hierarchial Stein estimators
Drift estimation with non-Gaussian noise using Malliavin calculus
Trimmed minimax estimator of a covariance matrix
Shrinkage estimation of reliability for exponentially distributed lifetimes
On the inadmissibility of unbiased estimators
A local limit theorem for sums of dependent random variables
Robustified version of Stein's multivariate location estimation
Adaptive prediction and estimation in linear regression with infinitely many parameters.
Shrinkage efficiency bounds
Automated parameter selection for total variation minimization in image restoration
Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
Improved minimax estimation of a multivariate normal mean under heteroscedasticity
Trimmed estimates in simultaneous estimation of parameters in exponential families
Bayes minimax estimators of a location vector for densities in the Berger class
Controlled shrinkage estimators (a class of estimators better than the least squares estimator, with respect to a general quadratic loss, for normal observations
Nonlinear principal components. II: Characterization of normal distributions
Adaptivity and oracle inequalities in linear statistical inverse problems: a (numerical) survey
Approximate confidence sets for a stationary \(AR(p)\) process
ASP fits to multi-way layouts
A Bayes minimax result for spherically symmetric unimodal distributions
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

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