Stein estimation: The spherically symmetric case
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Cited in
(35)- Stein estimation for non-normal spherically symmetric location families in three dimensions
- A new general interpretation of the Stein estimate and how it adapts: Applications.
- Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
- The Kullback-Leibler risk of the Stein estimator and the conditional MLE
- Shrinkage estimation of linear combinations of true scores
- Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
- Stein estimation -- a review
- On solutions for global Stein optimization problems with applications
- Estimation of a parameter vector restricted to a cone
- Assessing the process capability index for non-normal processes
- Estimation of a scale parameter in mixture models with unknown location
- On estimation with balanced loss functions
- Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
- Bayes estimates as expanders in one and two dimensions
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity
- The heat equation and Stein's identity: connections, applications
- Estimation of location parameters for spherically symmetric distributions
- Preface: A tribute to Charles Stein
- Stein estimation for spherically symmetric distributions: recent developments
- A geometrical explanation of Stein shrinkage
- A note on the comparison of the Stein estimator and the James-Stein estimator
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
- Applied regression analysis bibliography update 1990-91
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances
- Stein–type shrinkage quantile estimation
- Constructing estimators of a mean vector through orthogonal reparametrization and differential equations
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
- Large-sample estimation strategies for eigenvalues of a Wishart matrix.
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
- Shrinkage estimation with logarithmic penalties
- Shrinkage estimation of higher-order Bochner integrals
- Stein estimator from a polar coordinate perspective
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
- Drift estimation with non-Gaussian noise using Malliavin calculus
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