Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix

Cited in

(26)

Admissibility of the natural estimator of the mean of a Gaussian process
Stein estimation under elliptical distributions
Characterization of some types of completeness resp. total completeness and their conservation under direct products
Optimal shrinkage estimator for high-dimensional mean vector
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Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function
Recent advances in shrinkage-based high-dimensional inference
Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown
Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
A james-stein type detour of U-statistics
On shrinkage r-estimation in a multiple regression model
Minimax estimation of independent normal means under a quadratic loss function with unknown weights
Estimation of the MSE matrix of the stein estimator
Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
Shrinkage estimation of contemporaneous outliers in concurrent time serie
Whither jackknifing in stein-rule estimation
On shrinkage m-estimators of location parameters
Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
Shrinkage estimators for prediction out-of-sample: conditional performance
scientific article; zbMATH DE number 7592887 (Why is no real title available?)
Nonlinear shrinkage test on a large-dimensional covariance matrix
Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)
Improved estimators for the GMANOVA problem with application to Monte Carlo simulation

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