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

Cited in

(25)

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

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