Shrinkage estimation
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Publication:1991072
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Cited in
(76)- Minimum message length shrinkage estimation
- Expansion estimation by Bayes rules
- Shrinkage estimation of linear combinations of true scores
- Approximate Bayesian shrinkage estimation
- Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
- Shrinkage estimation of the proportion in randomized response
- On the non-stochastic ordering of some quadratic forms
- On homogeneous James-Stein type estimators
- Relaxing the Gaussian assumption in shrinkage and SURE in high dimension
- Weighted shrinkage estimators of normal mean matrices and dominance properties
- The Stein effect for Fréchet means
- Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
- Shrinkage estimation for mean and covariance matrices
- Predictive density estimation under the Wasserstein loss
- Pitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence loss
- On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
- Covariance matrix estimation under data-based loss
- On efficient prediction and predictive density estimation for normal and spherically symmetric models
- Multivariate estimation of Poisson parameters
- On shrinkage estimation for balanced loss functions
- Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
- On improved loss estimation for shrinkage estimators
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices
- Adversarial classification via distributional robustness with Wasserstein ambiguity
- scientific article; zbMATH DE number 4194929 (Why is no real title available?)
- Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominace Theory
- scientific article; zbMATH DE number 1239310 (Why is no real title available?)
- scientific article; zbMATH DE number 1276011 (Why is no real title available?)
- Characterization of estimators uniformly shrinking on subspaces
- A general framework for empirical Bayes estimation in discrete linear exponential family
- Admissibility of solution estimators for stochastic optimization
- Estimation of the drift of a Gaussian process under balanced loss function
- Shrinkage estimation of location parameters in a multivariate skew-normal distribution
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Shrinkage Estimators of Relative Potency
- scientific article; zbMATH DE number 5252061 (Why is no real title available?)
- Some Applications of the Rao Distance to Shrinkage Estimators
- Artificially Augmented Samples, Shrinkage, and Mean Squared Error Reduction*
- Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal
- A Unifying Tutorial on Approximate Message Passing
- Multiple Anchor Point Shrinkage for the Sample Covariance Matrix
- Bayesian estimation and prediction for certain type of mixtures
- Tensor Stein-rules in a generalized tensor regression model
- Data based loss estimation of the mean of a spherical distribution with a residual vector
- A Compound Decision Approach to Covariance Matrix Estimation
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models1
- scientific article; zbMATH DE number 7750677 (Why is no real title available?)
- A Regression Modeling Approach to Structured Shrinkage Estimation
- Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences
- Approximate message passing for sparse matrices with application to the equilibria of large ecological Lotka-Volterra systems
- Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution
- Bayesian inference and prediction for mean-mixtures of normal distributions
- Predictive density estimators with integrated \(L_1\) loss
- Inadmissibility of the corrected Akaike information criterion
- An averaging estimator for two-step m-estimation in semiparametric models
- Bayesian optimality and intervals for Stein-type estimates
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
- Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix
- On priors which give Bayes minimax estimators of Baranchik's form
- Shrinkage estimation with logarithmic penalties
- Expansion estimators improving the bias and risk of James-Stein's shrinkage estimator
- Bayesian shrinkage estimation for stratified count data
- On combining unbiased and possibly biased correlated estimators
- On minimax shrinkage estimation with variable selection
- Nonparametric empirical Bayes biomarker imputation and estimation
- Stein-type shrinkage estimators in gamma regression model with application to prostate cancer data
- Interval shrinkage estimators of scale parameter of gamma density in presence of guessed values
- Bayesian and minimax estimators of loss
- Portfolio optimisation via strategy-specific eigenvector shrinkage
- Minimaxity under the half-Cauchy prior
- Statistical inference with non-normalized models: score matching and noise contrastive estimation
- James-Stein type estimators in beta regression model: simulation and application
- Noisy recovery from random linear observations: sharp minimax rates under elliptical constraints
- Title not available (Why is no real title available?)
- Shrinkage estimation for convex polyhedral cones
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