scientific article

zbMath1281.62026MaRDI QIDQ3185327

No author found.

Publication date: 26 October 2009

Full work available at URL: https://projecteuclid.org/euclid.bsmsp/1200512173

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

admissibilityStein estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

Related Items

The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function, Estimation of the best linear unbiased predictor for the mean with unequal sample sizes, Unnamed Item, Feasible generalized Stein-rule restricted ridge regression estimators, Estimation of the variance and its applications, Estimation of Wishart mean matrices under simple tree ordering, Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution, Optimal Low-rank Approximations of Bayesian Linear Inverse Problems, Bayesian nonparametric shrinkage applied to Cepheid star oscillations, Stein estimation for spherically symmetric distributions: recent developments, A geometrical explanation of Stein shrinkage, Shrinkage confidence procedures, From minimax shrinkage estimation to minimax shrinkage prediction, Small area shrinkage estimation, Shrinkage estimation in multilevel normal models, Reversing the Stein effect, 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, Empirical Bayes regression analysis with many regressors but fewer observations, Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation, Hybid shrinkage estimators using penalty bases for the ordinal one-way layout, General maximum likelihood empirical Bayes estimation of normal means, Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results, Two stage estimation of several poisson parameters, Optimal rules and robust Bayes estimation of a gamma scale parameter, Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions, James-Stein estimation problem for a multivariate normal random matrix and an improved estimator, SURE estimates under dependence and heteroscedasticity, Equivariant estimators of the covariance matrix, Unnamed Item, Parameter estimator suitable for some bad samples, On a class of shrinkage estimators of vector of regression coefficients the, Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal, Empirical Bayes estimates for a two-way cross-classified model, Estimating variance of random effects to solve multiple problems simultaneously, Optimal shrinkage of eigenvalues in the spiked covariance model, Online estimation of individual-level effects using streaming shrinkage factors, A data driven equivariant approach to constrained Gaussian mixture modeling, Improved mixed model for longitudinal data analysis using shrinkage method, Improved estimation method for high dimension semimartingale regression models based on discrete data, Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior, Resolution of Degeneracy in Merton's Portfolio Problem, Stein's method meets computational statistics: a review of some recent developments, On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data, Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors, Invariance of posterior distributions under reparametrization, Dominance properties of constrained Bayes and empirical Bayes estimators, Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model, Stein shrinkage and second-order efficiency for semiparametric estimation of the shift, Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError, The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity, James-Stein shrinkage to improve \(k\)-means cluster analysis, Approximate repeated-measures shrinkage, Positive definite matrix approximation with condition number constraint, Asymptotic power of likelihood ratio tests for high dimensional data, Methods for improvement in estimation of a normal mean matrix, Improving on the sample covariance matrix for a complex elliptically contoured distribution, Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection, Improved model selection method for a regression function with dependent noise, Typical reconstruction limits for distributed compressed sensing based on ℓ_2,1-norm minimization and Bayesian optimal reconstruction, No-transaction bounds and estimation risk, On information pooling, adaptability and superefficiency in nonparametric function estimation, Regularized estimation of large covariance matrices, An analysis of constrained robust regression estimators, Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions, Stein's phenomenon in estimation of means restricted to a polyhedral convex cone, Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues, In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies, Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix, Estimation of location parameters for spherically symmetric distributions, Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data, A note on james-stein and bayes empiricl bayes estimators, PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables, Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints, Assessing a vector of clinical observations, Pooling multivariate data, Estimation of the multivariate normal precision and covariance matrices in a star-shape model, A class of Stein-rules in multivariate regression model with structural changes, Stein-type estimation in logistic regression models based on minimum \(\phi\)-divergence estimators, Semiparametric Stein estimators, SHRINKAGE ESTIMATION OF MEAN-VARIANCE PORTFOLIO, Empirical Bayes methods in classical and Bayesian inference, Bias-Corrected Diagonal Discriminant Rules for High-Dimensional Classification, Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean, Shrinkage and LASSO strategies in high-dimensional heteroscedastic models, A decision theoretic approach to change point estimation for binomial CUSUM control charts, ϵ-Admissible Estimators for Normal and Poisson Means, Adaptive Incremental Mixture Markov Chain Monte Carlo, Bayesian inference and the classical test theory model: Reliability and true scores, The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators., Improved estimation of regression parameters in measurement error models, On the reliability of N-mixture models for count data, Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis, Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors, NS conditions of admissibility for the linear estimator of normal mean with unknown variance, Compromise between generalized bayes and bayes estimators of poisson means under entropy loss, On huntseerger type shrinkage estimator, A new class of generalized Bayes minimax ridge regression estimators, Improved minimax estimation of a multivariate normal mean under heteroscedasticity, Minimaxity in estimation of restricted and non-restricted scale parameter matrices, Improving the James-Stein estimator using the Stein variance estimator, Shrinking toward submodels in regression, Covariance structure regularization via entropy loss function, Multivariate GARCH estimation via a Bregman-proximal trust-region method, Estimating large correlation matrices for international migration, The Kullback-Leibler risk of the Stein estimator and the conditional MLE, Two-stage point estimation with a shrinkage stopping rule, Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss, On a conjecture of Krishnamoorthy and Gupta, Oracle inequalities for the stochastic differential equations, Minimum mean squared error estimation of each individual coefficient in a linear regression model, Estimation and empirical performance of non-scalar dynamic conditional correlation models, Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation, A Stein-like estimator for linear panel data models, On the dominance of Mallows model averaging estimator over ordinary least squares estimator, A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data, A unified and broadened class of admissible minimax estimators of a multivariate normal mean, Length modified ridge regression, Estimating the covariance matrix: A new approach, A new estimator of covariance matrix via partial Iwasawa coordinates, Empirical Bayesian estimation of normal variances and covariances, On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance., Improved estimation of a covariance matrix in an elliptically contoured matrix distribution, Stein's idea and minimax admissible estimation of a multivariate normal mean, PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted., Set-induced minimax estimators for a multivariate normal mean., Compound decision theory and empirical Bayes methods, From estimation to optimization via shrinkage, Sub-Gaussian estimators of the mean of a random vector, Optimal shrinkage estimator for high-dimensional mean vector, Accounting for estimation uncertainty and shrinkage in Bayesian within-subject intervals: a comment on Nathoo, Kilshaw, and Masson (2018), Estimation and testing in generalized mean-reverting processes with change-point, Higher-order asymptotic theory of shrinkage estimation for general statistical models, Optimal estimation of a large-dimensional covariance matrix under Stein's loss, Real-time Bayesian parameter estimation for item response models, Bayesian simultaneous estimation for means in \(k\)-sample problems, A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix, Matrix shrinkage of high-dimensional expectation vectors, Assessing the process capability index for non-normal processes, Estimation of a scale parameter in mixture models with unknown location, Biased versus unbiased estimation, Minimax estimation of a multivariate normal mean under arbitrary quadratic loss, Analysis of variance -- why it is more important than ever. (With discussions and rejoinder), General empirical Bayes wavelet methods and exactly adaptive minimax estimation, Minimax estimation with thresholding and its application to wavelet analysis, A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss, A class of model averaging estimators, Penalising model component complexity: a principled, practical approach to constructing priors, Minimax estimation of a multivariate normal mean under polynomial loss, Minimax estimators of the multinormal mean: Autoregressive priors, The generalized ridge estimator and improved adjustments for regression parameters, Estimating true score in the compound binomial error model, Portfolio selection problems with Markowitz's mean-variance framework: a review of literature, Minimax Bayes estimators of a multivariate normal mean, Modulation of estimators and confidence sets., Stein estimation for non-normal spherically symmetric location families in three dimensions, On the characterization of Pitman measure of nearness, Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix, Shrinkage estimators, Skorokhod's problem and stochastic integration by parts, Shrinkage estimation in the two-way multivariate normal model, On the existence of inferences which are consistent with a given model, Confidence sets centered at \(C_ p\)-estimators, The extended Stein procedure for simultaneous model selection and parameter estimation, Improved prediction in the presence of multicollinearity, On the best equivariant estimator of mean of a multivariate normal population, A dynamic view of the portfolio efficiency frontier, Stein estimation -- a review, Estimation of a non-centrality parameter under Stein-type-like losses, Adaptive wavelet estimation: A block thresholding and oracle inequality approach, Minimax estimation of common coefficients of several regression models under quadratic loss, Pre-test double \(k\)-class estimators in linear regression, Properties of shrinkage estimators in linear regression when disturbances are not normal, Multi-auxiliary regression estimation based on conditional specification, MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression, Improved nonnegative estimation of multivariate components of variance, A new general interpretation of the Stein estimate and how it adapts: Applications., Estimation of clustered parameters, Minimax estimation of location parameters for certain spherically symmetric distributions, Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression, Hierarchical Bayes estimation of mortality rates for disease mapping, On the sampling distribution of improved estimators for coefficients in linear regression, Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus, Minimax estimation in linear regression under restrictions, Some comments on estimation in regression after preliminary tests of significance, MSE performance of a heterogeneous pre-test estimator, A pair of estimating equations for a mean vector, An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression, Bootstrap confidence bands for shrinkage estimators, Inadmissibility of the Stein-rule estimator under the balanced loss function, Minimax hierarchical empirical Bayes estimation in multivariate regression, Scaled rotation regularization, On solutions for global Stein optimization problems with applications, Simultaneous estimation of coefficients of variation, Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case, Two semi-parametric empirical Bayes estimators, A characterization of matrix groups that act transitively on the cone of positive definite matrices, Unbiased equivariant estimation of a common normal mean vector with one observation from each population, Exact distribution of a pre-test estimator for regression error variance when there are omitted variables., Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure, On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated, Improved confidence set estimators of a multivariate normal mean and generalizations, Lectures on the theory of estimation of many parameters, Bayes modal estimation in item response models, On combining Stein estimation problems: An adaptive rule under classical criteria, Simultaneous estimation of location parameters of the distribution with finite support, Simultaneous estimation of parameters under entropy loss, Component risk in multiparameter estimation, Improved estimation of a multinormal precision matrix, On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators, Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion, Prediction in a class of mixed models with two variance components, Estimation of covariance matrices in fixed and mixed effects linear models, Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models, James-Stein estimators for time series regression models, Dominance of the positive-part version of the James-Stein estimator, Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss, Stein estimation under elliptical distributions, Simultaneous estimation of eigenvalues, Fitting Weibull duration models with random effects, Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model, An extension of the method of maximum likelihood and the Stein's problem, Optimal method in multiple regression with structural changes, Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss, An objective use of Bayesian models, Further results on estimation of covariance matrix, Efficient shrinkage in parametric models, Expansions for multivariate densities, The asymptotic expansion of the Stein estimators for the vector case, Stein's positive part estimator and Bayes estimator, Stein-rule least squares estimation: A heuristic for fallible data, A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator, Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression, Unified improvements in estimation of a normal covariance matrix in high and low dimensions, Shrinkage estimation in spatial autoregressive model, Drift estimation with non-Gaussian noise using Malliavin calculus, Admissible and minimax multiparameter estimation in exponential families, Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators, A conversation with James Hannan, The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions, An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss, A note on adaptive generalized ridge regression estimator, A posteriori time-varying filtering of averaged evoked potentials. I. Introduction and conceptual basis, Minimax estimation of means of multivariate normal mixtures, An empirical Bayes procedure for the credit granting decision, Estimator models for combining vector estimators, Contracting towards subspaces when estimating the mean of a multivariate normal distribution, Estimation of the drift of fractional Brownian motion, Estimation methods for the multivariate \(t\) distribution, A pre-test like estimator dominating the least-squares method, Estimating the variability of the Stein estimator by bootstrap, Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss, Generalized Bayes estimators of a normal discriminant function, Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss, Estimation of the exponential mean time to failure under a weighted balanced loss function, Estimation of a mean vector under quartic loss, Improving on MLE of coefficient matrix in a growth curve model, Highest predictive density estimator in regression models, Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances, Estimation, prediction and the Stein phenomenon under divergence loss, Stein estimation for the drift of Gaussian processes using the Malliavin calculus, A unified and generalized set of shrinkage bounds on minimax Stein estimates, Admissibility and minimaxity of Bayes estimators for a normal mean matrix, Preliminary test estimators and phi-divergence measures in generalized linear models with binary data, Minimax estimation of normal precisions via expansion estimators, Minimax estimators of a covariance matrix, A sequence of improvements over the James-Stein estimator, Comparisons of improved risk estimators of the multivariate mean vector, Small area estimation with spatial similarity, Robust estimation of common regression coefficients under spherical symmetry, Estimation of a common multivariate normal mean vector, Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean, A class of multiple shrinkage estimators, Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution, Proper Bayes minimax estimators of the normal mean matrix with common unknown variances, Estimation of the location parameter under LINEX loss function: Multivariate case, Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging, Operator norm consistent estimation of large-dimensional sparse covariance matrices, Flexible covariance estimation in graphical Gaussian models, Improved estimation in multiple linear regression models with measurement error and general constraint, Improved estimation of the covariance matrix under Stein's loss, Minimum message length shrinkage estimation, An identity for multivariate elliptically contoured matrix distribution, Inference for multivariate normal mixtures, Structural equation modeling with near singular covariance matrices, An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior, Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model, Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss, On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix, Robustness of Stein-type estimators under a non-scalar error covariance structure, Examples of estimation problems, Admissibility of the natural estimator of the mean of a Gaussian process, A class of modified Stein estimators with easily computable risk functions, An admissible estimator in the one-parameter exponential family with ambiguous information, Estimating the mean function of a Gaussian process and the Stein effect, A family of minimax estimators of a multivariate normal mean, Bayesian input in Stein estimation and a new minimax empirical Bayes estimator, Some theoretical results for generalized ridge regression estimators, Empirical Bayes estimation in a multiple linear regression model, Trimmed minimax estimator of a covariance matrix, Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\), Combining estimators to improve structural model estimation and inference under quadratic loss, From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more, A conversation with Larry Brown, Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications, Estimating structural equation models using James-Stein type shrinkage estimators, Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term, An integrated framework for visualizing and forecasting realized covariance matrices, Estimation of a high-dimensional covariance matrix with the Stein loss, A Gaussian sequence approach for proving minimaxity: a review, Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance, Model averaging in semiparametric estimation of treatment effects, A nonparametric empirical Bayes approach to large-scale multivariate regression, Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint, Nonparametric eigenvalue-regularized precision or covariance matrix estimator, High dimensional covariance matrix estimation using a factor model, High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator, Stein estimation of the intensity of a spatial homogeneous Poisson point process, A novel hybrid dimension reduction technique for undersized high dimensional gene expression data sets using information complexity criterion for cancer classification, Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution, Multivariate control charts based on the James-Stein estimator, A regularized profile likelihood approach to covariance matrix estimation, Simultaneous estimation of restricted means via the Gauss divergence theorem, The approximate distribution function of the Stein-rule estimator, Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance, The bias and risk functions of some Stein-rules in elliptically contoured distributions, Combining coordinates in simultaneous estimation of normal means, Remarks on parameter estimation for the drift of fractional Brownian sheet, A dual estimator as a tool for solving regression problems, A constrained linear estimator for multiple regression, Pre-test estimation under squared error loss, On assessing the precision of Stein's estimator, Groups acting on Gaussian graphical models, Competing process hazard function models for player ratings in ice hockey, Bayesian regression based on principal components for high-dimensional data, A ridge regression estimation approach to the measurement error model, Minimax covariance estimation using commutator subgroup of lower triangular matrices, Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances, Bayes minimax estimation of the multivariate normal mean vector under balanced loss function, Evaluating default priors with a generalization of Eaton's Markov chain, Implications of the Cressie-Read family of additive divergences for information recovery, Shrinkage strategy in stratified random sample subject to measurement error, James-Stein type estimators of variances, Admissibilities of linear estimator in a class of linear models with a multivariate \(t\) error variable, A unified minimax result for restricted parameter spaces, Estimating the ratio of two scale parameters: a simple approach, A note on loss estimation, Empirical Bayes predictive densities for high-dimensional normal models, Improving the estimators of the parameters of a probit regression model: a ridge regression approach, Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances, Shrinkage and variable selection by polytopes, Estimating random effects via adjustment for density maximization, Covariance estimation: the GLM and regularization perspectives, High-dimensional covariance matrix estimation in approximate factor models, Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses, A new estimator of covariance matrix, Properties of optimal forecasts under asymmetric loss and nonlinearity, The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance, Hierarchical multilinear models for multiway data, On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model, Hunting for significance: Bayesian classifiers under a mixture loss function, Kernel methods in system identification, machine learning and function estimation: a survey, Shrinkage estimation for the mean of the inverse Gaussian population, A geometric analysis of when fixed weighting schemes will outperform ordinary least squares, Model averaging based on James-Stein estimators, Estimation of the mean vector in a singular multivariate normal distribution, Posterior propriety for hierarchical models with log-likelihoods that have norm bounds, Cleaning large correlation matrices: tools from random matrix theory, Estimating intrinsic and extrinsic noise from single-cell gene expression measurements, Statistical procedures based on signed ranks in \(k\) samples with unequal variances, Equivariant minimax dominators of the MLE in the array normal model, On loss functions and ranking forecasting performances of multivariate volatility models, Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors, Performance of the empirical Bayes estimator for fixed parameters, Estimating risk and the mean squared error matrix in Stein estimation, Improved ANOVAE of the covariance matrix in general linear mixed models, Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance, All admissible linear estimators of a regression coefficient under a balanced loss function, Mean squared error of James-Stein estimators for measurement error models, An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed, On the maximum likelihood estimation of a covariance matrix, Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes, Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression, The jigsaw puzzle of sequence phenotype inference: piecing together Shannon entropy, importance sampling, and empirical Bayes, A well-conditioned estimator for large-dimensional covariance matrices, Nonlinear shrinkage estimation of large-dimensional covariance matrices, Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\), Order selection in finite mixtures of linear regressions, Estimating the covariance matrix and the generalized variance under a symmetric loss, Admissibility of MLE for simultaneous estimation in negative binomial problems, On estimation of a matrix of normal means with unknown covariance matrix, A family of dominating minimax estimators of a multivariate normal mean, Accurate Bayesian data classification without hyperparameter cross-validation, Construction of improved estimators in multiparameter estimation for continuous exponential families, Admissibility of some preliminary test estimators for the mean of normal distribution, Simultaneous estimation of parameters in exponential families, An approach to improving the James-Stein estimator, Two modeling strategies for empirical Bayes estimation, ASP fits to multi-way layouts, Necessary conditions for dominating the James-Stein estimator, A focused information criterion for graphical models in fMRI connectivity with high-dimensional data, Simultaneous prediction of independent Poisson observables, On estimation in multivariate linear calibration with elliptical errors, Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting), Empirical estimates for heteroscedastic hierarchical dynamic normal models, Nonparametric matrix regression function estimation over symmetric positive definite matrices, A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function, Bayesian nonparametric multivariate spatial mixture mixed effects models with application to American Community Survey special tabulations, Estimation of standard deviation in normal parent by shrinkage towards an interval, Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications, Quadratic shrinkage for large covariance matrices, Asymptotic mean squared error of constrained James-Stein estimators, Estimation strategies for the intercept vector in a simple linear multivariate normal regression model, Smoothing the non-parametric estimate of a prior distribution by roughening: A computational study, Pitman nearness in statistical estimation. A panel discussion on recent developments, Estimation of scale matrix of elliptically contoured matrix distributions, A factor-GARCH model for high dimensional volatilities, Estimation of scatter matrix based on i.i.d. sample from elliptical distributions, Predictive efficiency of improved estimators in restricted regression models, On construction of improved estimators in multiple-design multivariate linear models under general restriction, Estimation of scale parameter under entropy loss function, A risk perspective of estimating portfolio weights of the global minimum-variance portfolio, On weighted estimation in linear regression in the presence of parameter uncertainty, Larry Brown's contributions to parametric inference, decision theory and foundations: a survey, Larry Brown's work on admissibility, Statistical theory powering data science, A note on linearly constrained Bayes estimator in elliptical models, Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale, Improved estimation in a non-Gaussian parametric regression, Bayesian shrinkage estimator of Burr XII distribution, Shrinkage estimation with a matrix loss function, Density prediction and the Stein phenomenon, Penalized orthogonal-components regression for large \(p\) small \(n\) data, Credit portfolios, credibility theory, and dynamic empirical Bayes, On weak structural sufficiency, Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point, Block matrix approximation via entropy loss function., Multi-target prediction: a unifying view on problems and methods, The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation, Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution, Modern variable selection in action: comment on the papers by HTT and BPV, Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function, On the market price of risk, Shrinkage estimation of large covariance matrices: keep it simple, statistician?, Inference in a multivariate generalized mean-reverting process with a change-point, On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities, Shrinkage estimation for multivariate time series, Covariance matrix estimation under data-based loss, The philosophical significance of Stein's paradox, On shrinkage estimators in matrix variate elliptical models, Improved ridge regression estimators for the logistic regression model, Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix, The exact distribution of the Stein-rule estimator, A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions, Some improved estimators in the case of possible heteroscedasticity, The non-optimality of the inequality restricted estimator under squared error loss, A note on classical Stein-type estimators in elliptically contoured models, Multivariate limited translation empirical Bayes estimators, Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample, Data science, big data and statistics, Shrinkage estimation with singular priors and an application to small area estimation, Prediction and calibration for multiple correlated variables, Shrinkage for categorical regressors, Simultaneous estimation of means of classified normal observations, Quantitative portfolio selection: using density forecasting to find consistent portfolios, Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection, Admissibility results under some balanced loss functions for a functional regression model, Portfolio selection: shrinking the time-varying inverse conditional covariance matrix, Hypothesis testing on linear structures of high-dimensional covariance matrix, ROS regression: integrating regularization with optimal scaling regression, Lasso meets horseshoe: a survey, Adaptive estimation strategies in gamma regression model, Estimation combining unbiased and possibly biased estimators, Charles Stein and invariance: beginning with the Hunt-Stein theorem, On Charles Stein's contributions to (in)admissibility, On extended admissible procedures and their nonstandard Bayes risk, Pseudo estimation and variable selection in regression, Recent advances in shrinkage-based high-dimensional inference, On shrinkage estimators improving the positive part of James-Stein estimator, Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators, On weakly equivariant estimators, Shrinkage estimation of panel data models with interactive effects, Efficient feature selection using shrinkage estimators, Convex combinations in judgment aggregation, Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings, On homogeneous James-Stein type estimators, Bayes minimax competitors of preliminary test estimators in \(k\) sample problems, Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error, A comment on Hansen's risk of James-Stein and Lasso shrinkage, Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function, Preliminary test and Stein-type shrinkage ridge estimators in robust regression, On improved shrinkage estimators for concave loss, MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated, An integrated shrinkage strategy for improving efficiency in fuzzy regression modeling, Relaxing the Gaussian assumption in shrinkage and SURE in high dimension, Robust simultaneous estimation of location parameters, The global approximations of the coverage probability for a confidence set centered at the positive part James-Stein estimator and their applications, On admissible estimation of a mean vector when the scale is unknown, Weighted shrinkage estimators of normal mean matrices and dominance properties, The Stein effect for Fréchet means, Asset selection based on high frequency Sharpe ratio, A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model, Loss functions in restricted parameter spaces and their Bayesian applications, A multivariate volatility vine copula model, Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted, Multivariate regression analysis and canonical variates, Empirical Bayes estimators in hierarchical models with mixture priors, Generalized james-stein estimatoes, An explicit formula for the risk of James-Stein estimators, Adaptive singular value shrinkage estimate for low rank tensor denoising, ESTIMATING PARAMETERS IN A REGRESSION MODEL WITH DEPENDENT NOISES, IMPROVED MODEL SELECTION METHOD FOR AN ADAPTIVE ESTIMATION IN SEMIMARTINGALE REGRESSION MODELS, Estimation of the drift of a Gaussian process under balanced loss function, Multiparameter estimation in truncated power series distributions under the stein's loss, Improved estimators of a location vector with unknown scale parameter, The Mean Relative Entropy: An Invariant Measure of Estimation Error, Robustness of the posterior mean in normal hierarchical models, Estimations in the normal regression empirical bayes model, Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances, Construction of improved estimators of multinomial proportions, The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function, Hypothesis Testing for Block-structured Correlation for High Dimensional Variables, The superharmonic condition for simultaneous estimation of means in exponential familles, Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function, PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS, Three strings of inequalities among six Bayes estimators, PMSE performance of two different types of preliminary test estimators under a multivariate t error term, Shrinkage estimator of regression model under asymmetric loss, On estmation of poisson lovits, Estimation of a covariance matrix in multivariate skew-normal distribution, The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model, Shrinkage estimation of location parameters in a multivariate skew-normal distribution, Optimal regression parameter-specific shrinkage by plug-in estimation, SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS, Improving K-means method via shrinkage estimation and LVQ algorithm, Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision, A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family, On shrinkage least squares estimation in a parallelism problem, Universal domination of stein-type estimators, The non-optimality of interval restricted and pre-test estimators under squared error loss, Estimation in the generalized linear empirical bayes model using the extended quasi-likelihood, A comparison of stein-like procedures for estimating linear regression models with multicollinear data, Model averaging, asymptotic risk, and regressor groups, Empirical bayes estimation of the mean in a multivariate normal distribution, Fixed–size confidence regions for the mean vector of a multinormal distribution, Parameter Estimation when Various Models are Available, Unnamed Item, A smooth empirlcal bayes estimator for the mean of a multivariate normal distribution, Improvements over the james-stein estimator: A risk analysis, Sequential shrinkage estimation of linear regression parameters, The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model, Two-stage james-stein estimators of the mean based on prior knowledge, Unnamed Item, Unnamed Item, Variational Gaussian approximation for Poisson data, Monotonicity of risk for a shrinkage estimator of a multivariate normal mean, Unnamed Item, Some automated methods of smoothing time-dependent data, An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator, Estimation of the MSE matrix of the stein estimator, Stein-rule estimation in models with a lagged-dependemt variable, Estimating a covariance matrix for market risk management and the case of credit default swaps, Unnamed Item, Unnamed Item, Unnamed Item, MSE performance of the weighted average estimators consisting of shrinkage estimators, An Empirical Bayes Stein-Type Estimator for Regression Parameters Under Linear Constraints, Controlled shrinkage estimators (a class of estimators better than the least squares estimator, with respect to a general quadratic loss, for normal observations, Good ridge estimators based on prior information, Choosing shrinkage estimators for regression problems, Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance, Stein-type estimation using ranked set sampling, A new class of blased estimate in linear regression, Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances, Improved Estimation of Coefficient Vector in a Regression Model, Bayesiam simultaneous estimation for several multinomial distributions, A monte carlo comparison of some ridge and other biased estimators, Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review, A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model, PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables, A note on estimating the common mean of k normal distributions and the stein problem, Unnamed Item, Admissibility Considerations in the Finite State Compound and Empirical Bayes Decision Problems, Shriknage estimators with general quadratic loss and differentiable or paratially differentiable shrinkage function, Unnamed Item, Exact and approximate distributions for linear contrasts of means and variances, A bayesiak comparison of some estimators used in linear regression with multicollinear data, Whither jackknifing in stein-rule estimation, The pitman nearness criterion and its determination, On shrinkage m-estimators of location parameters, On Liu-type biased estimators in measurement error models, Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution, Unnamed Item, On the choice of co-ordinates in simultaneous estimation of normal means under misspecification of normal priors, Multiparameter estimation of discrete exponential distributions, Sparse Cholesky Factorization by Kullback--Leibler Minimization, Admissibility of Solution Estimators for Stochastic Optimization, Stein–type shrinkage quantile estimation, Monitoring Change Points by a Sign Change Method, On simultaneous estimation of parametric functions in a contingency table, Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator, A class of admissible estimators of multiple regression coefficient with an unknown variance, Cholesky-based model averaging for covariance matrix estimation, STRETCHING THE NET: MULTIDIMENSIONAL REGULARIZATION, Irrational Exuberance: Correcting Bias in Probability Estimates, Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios, Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal, Asymptotically optimal shrinkage estimates for non-normal data, Unnamed Item, Generalized two-parameter estimator in linear regression model, Random effects and shrinkage estimation in capture-recapture models, Risk performance of some shrinkage estimators, Double shrunken selection operator, Inconsistency transmission and variance reduction in two-stage quantile regression, Always Valid Inference: Continuous Monitoring of A/B Tests, A control function approach to estimate panel data binary response model, A James-Stein-type adjustment to bias correction in fixed effects panel models, Multi-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects Models, A Compound Decision Approach to Covariance Matrix Estimation, Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime, Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹, Mean squared error of ridge estimators in logistic regression, Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data, The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function, The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model, Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection, A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity, Using reference models in variable selection, The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function, A class of general pretest estimators for the univariate normal mean, Joint inference based on Stein-type averaging estimators in the linear regression model, Large volatility matrix analysis using global and national factor models, Unnamed Item, Estimation of the drift of Riemann-Liouville fractional Brownian motion, Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences, Universal Features for High-Dimensional Learning and Inference, Block Structured Graph Priors in Gaussian Graphical Models, Scalable Variational Inference for Low-Rank Spatiotemporal Receptive Fields, Empirical Bayes and selective inference, An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices, Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data, On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function, Linear shrinkage estimation of high-dimensional means, Power transformations of relative count data as a shrinkage problem, A Bayesian-inspired, deep learning-based, semi-supervised domain adaptation technique for land cover mapping, Adaptive and robust multi-task learning, Nonnegative Matrix Factorization with Rank Regularization and Hard Constraint, A generalized pivotal quantity approach to portfolio selection, Functional Horseshoe Priors for Subspace Shrinkage, Simultaneous estimation of normal means with side information, Shrinkage estimation towards a closed convex set with a smooth boundary, MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms, The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics, Robust improvement in estimation of a mean matrix in an elliptically contoured distribution, A simultaneous estimation and variable selection rule, Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model, Large Covariance Estimation by Thresholding Principal Orthogonal Complements, Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution, Random cascades on wavelet trees and their use in analyzing and modeling natural images, Admissible linear estimators of the multivariate normal mean without extra information, Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence, Large-sample estimation strategies for eigenvalues of a Wishart matrix., MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression, Approximating bayesian inference by weighted likelihood, Double \(k\)-class estimators in regression models with non-spherical disturbances, Statistical significance of the Netflix challenge, Computing functions of random variables via reproducing kernel Hilbert space representations, Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition, Fractionally-supervised classification, Stein–Haff identity for the exponential family, Multivariate elliptically contoured autoregressive process, Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability, A study of the effect of loss functions on the Bayes estimates of dynamic cumulative residual entropy for Pareto distribution under upper record values, Improved robust model selection methods for a Lévy nonparametric regression in continuous time, Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?, Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error”, Covariate-Assisted Ranking and Screening for Large-Scale Two-Sample Inference, Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function, Estimation of Several Intraclass Correlation Coefficients, A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique, The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model, Efficiency gains in least squares estimation: A new approach, Proximity-Structured Multivariate Volatility Models, The Risk of James–Stein and Lasso Shrinkage, Stein-like 2SLS estimator, Reviving some geometric aspects of shrinkage estimation in linear models, MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated, Invariance, Optimality, and a 1-Observation Confidence Interval for a Normal Mean, Multiple Anchor Point Shrinkage for the Sample Covariance Matrix