Invariance, Minimax Sequential Estimation, and Continuous Time Processes
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Publication:3247500
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(63)- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
- Asymptotic inference for stochastic processes
- Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator
- Minimax estimators of a covariance matrix
- Decision theory for continuous observations: Minimax solutions
- Optimal equivariant estimator with respect to convex loss function
- Simultaneous equivariant estimation of the parameters of linear models
- Equivariant minimax dominators of the MLE in the array normal model
- On solutions for global Stein optimization problems with applications
- Estimation of scale matrix of elliptically contoured matrix distributions
- Estimation of scatter matrix based on i.i.d. sample from elliptical distributions
- On improved predictive density estimation with parametric constraints
- Charles Stein and invariance: beginning with the Hunt-Stein theorem
- On extended admissible procedures and their nonstandard Bayes risk
- On weakly equivariant estimators
- Minimax estimation of the common variance and precision of two normal populations with ordered restricted means
- On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
- Minimaxity in estimation of restricted and non-restricted scale parameter matrices
- Invariance, model matching and probability matching
- Improved minimax estimation of the bivariate normal precision matrix under the squared loss
- Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
- Assessing a vector of clinical observations
- Estimation of the multivariate normal precision and covariance matrices in a star-shape model
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- A representation of Bayes invariant procedures in terms of Haar measure
- Locally and asymptotically minimax tests of some multivariate decision problems
- Some remarks on normal multivariate regression
- Estimating common standard deviation of two normal populations with ordered means
- Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model
- Estimating quantiles of normal populations with a common mean
- Equivariant estimation under the pitman closeness criterion
- On the minimaxity of pitman type estimator under a linex loss function
- The formal posterior of a standard flat prior in MANOVA is incoherent
- Invariant estimation of functions
- Elimination of randomization and hunt-stein type theorems in invariant statistical decision problems
- On the attainment of the cramer-rao bound in the sequential case
- Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
- Improved minimax estimation of a normal precision matrix
- Locally minimax tests for multiple correlations
- Amenability: A survey for statistical applications of hunt-stein and related conditions on groups
- Minimaxity in predictive density estimation with parametric constraints
- Minimax covariance estimation using commutator subgroup of lower triangular matrices
- Confidence sets as programming problems
- A unified minimax result for restricted parameter spaces
- Estimation of a multivariate mean with constraints on the norm
- Estimation of a non-negative location parameter with unknown scale
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
- A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions
- Improved Minimax Estimators of Normal Convariance and Precision Matrices
- Distributional inference
- scientific article; zbMATH DE number 7408841 (Why is no real title available?)
- Life and work of Bhaskar Kumar Ghosh
- Best invariant and minimax estimation of quantiles in finite populations
- Optimal estimators for threshold-based quality measures
- Statistically inspired conditions on the group structure of invariant experiments and their relationships with other conditions on locally compact topological groups
- Invariance, Optimality, and a 1-Observation Confidence Interval for a Normal Mean
- Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
- Predictive density estimators with integrated \(L_1\) loss
- On the maximum likelihood estimation of a covariance matrix
- Minimax confidence bound of the normal mean under an asymmetric loss function
- A conversation with Larry Brown
- A Gaussian sequence approach for proving minimaxity: a review
- Estimation of a multivariate normal covariance matrix with staircase pattern data
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