Data Analysis Using Stein's Estimator and its Generalizations

Cited In (only showing first 100 items - show all)

A transitional non-parametric maximum pseudo-likelihood estimator for disease mapping
A new adjusted maximum likelihood method for the Fay-Herriot small area model
Estimating structural equation models using James-Stein type shrinkage estimators
Two modeling strategies for empirical Bayes estimation
Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions
Bayes and empirical Bayes shrinkage estimation of regression coefficients
Evaluation of some random effects methodology applicable to bird ringing data
Small area estimators based on restricted mixed models
Combining estimators to improve structural model estimation and inference under quadratic loss
Estimation of a common slope in a gamma regression model with multiple strata: an empirical Bayes method
Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference
Adaptive Incremental Mixture Markov Chain Monte Carlo
Hierarchical Bayes estimation of mortality rates for disease mapping
Model-based estimation of baseball batting metrics
Estimating risk and the mean squared error matrix in Stein estimation
The use of random-effect models for high-dimensional variable selection problems
A unified jackknife theory for empirical best prediction with \(M\)-estimation
On measures of uncertainty of empirical Bayes small-area estimators
Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval
A general method for robust Bayesian modeling
Mean squared error of James-Stein estimators for measurement error models
The effect of estimation in high-dimensional portfolios
Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix
Comparison and robustification of Bayes and Black-Litterman models
Empirical Bayes methods in classical and Bayesian inference
Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
Improved estimation under collinearity and squared error loss
One-step minimum Hellinger distance estimation
An extension of the method of maximum likelihood and the Stein's problem
Nonparametric hierarchical Bayes via sequential imputations
Estimating true score in the compound binomial error model
Hierarchical Proportional Hazards Regression Models for Highly Stratified Data
A new sparse variable selection via random-effect model
Shrinkage estimation in multilevel normal models
A class of general adjusted maximum likelihood methods for desirable mean squared error estimation of EBLUP under the Fay-Herriot small area model
Estimation of clustered parameters
An adjusted maximum likelihood method for solving small area estimation problems
Estimating variance of random effects to solve multiple problems simultaneously
Minimum message length shrinkage estimation
Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version
Multivariate limited translation hierarchical Bayes estimators
Exact and efficient inference for partial Bayes problems
Nonparametric predictive comparison of proportions
An empirical Bayes procedure for the credit granting decision
Two semi-parametric empirical Bayes estimators
Robust empirical Bayes tests for continuous distributions
Variable selection for linear mixed models with applications in small area estimation
Contracting towards subspaces when estimating the mean of a multivariate normal distribution
Simultaneous estimation of coefficients of variation
Empirical Bayes predictive densities for high-dimensional normal models
Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction
Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector
Biased versus unbiased estimation
Nonparametric predictive subset selection for proportions
Credit portfolios, credibility theory, and dynamic empirical Bayes
AMCMC: an R interface for adaptive MCMC
A Bayesian Formulation of Exploratory Data Analysis and Goodness‐of‐fit Testing*
Robbins, empirical Bayes and microarrays
A class of modified Stein estimators with easily computable risk functions
Multivariate limited translation empirical Bayes estimators
Robust multiobjective optimization \& applications in portfolio optimization
Approximated Bayes and empirical Bayes confidence intervals - the known variance case
Markov chain Monte Carlo estimation of quantiles
Simultaneous credible intervals for small area estimation problems
An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models
Unbiased ridge estimation with prior information and ridge trace
A second-order efficient empirical Bayes confidence interval
Bayes modal estimation in item response models
Empirical Bayes sequential estimation of a finite population mean
Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision
Minimax estimators of the multinormal mean: Autoregressive priors
Approximate repeated-measures shrinkage
Calibration Concordance for Astronomical Instruments via Multiplicative Shrinkage
PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE
Empirical Bayes and selective inference
An empirical Bayes testing procedure for detecting variants in analysis of next generation sequencing data
Pseudo‐empirical Bayes estimation of small area means based on James–Stein estimation in linear regression models with functional measurement error
Multiple Anchor Point Shrinkage for the Sample Covariance Matrix
Multi-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects Models
Set-induced minimax estimators for a multivariate normal mean.
Predicting the scoring time in hockey
A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function
Irrational Exuberance: Correcting Bias in Probability Estimates
Lessons From Between the White Lines for Isolated Data Scientists
Empirical Bayes methods in variable selection
Empirical bayes estimation of the mean in a multivariate normal distribution
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Bayesian hierarchical meta-analytic methods for modeling surrogate relationships that vary across treatment classes using aggregate data
The role of empirical Bayes methodology as a leading principle in modern medical statistics
Shrinkage estimation of location parameters in a multivariate skew-normal distribution
Hierarchical bayesian modeling with elicited prior information
Random effects and shrinkage estimation in capture-recapture models
Using James–Stein Estimators in Homogeneity Tests of the Risk Difference
A comparison of biased regression estimators using a pitman nearness criterion
Data transforming augmentation for heteroscedastic models
Evaluating a shrinkage estimator for the treatment effect in clinical trials
Detecting Pulsatile Hormone Secretions Using Nonlinear Mixed Effects Partial Spline Models
Optimal transitive procedures for comparing large numbers of parameters
Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation

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