Data Analysis Using Stein's Estimator and its Generalizations

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Minimum message length shrinkage estimation
Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version
AMCMC: an R interface for adaptive MCMC
Multivariate limited translation hierarchical Bayes estimators
Simultaneous credible intervals for small area estimation problems
Robust empirical Bayes tests for continuous distributions
A class of modified Stein estimators with easily computable risk functions
Bayes modal estimation in item response models
Approximated Bayes and empirical Bayes confidence intervals - the known variance case
An extension of the method of maximum likelihood and the Stein's problem
Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
An empirical Bayes procedure for the credit granting decision
Contracting towards subspaces when estimating the mean of a multivariate normal distribution
Biased versus unbiased estimation
Minimax estimators of the multinormal mean: Autoregressive priors
Estimating true score in the compound binomial error model
Estimation of clustered parameters
Hierarchical Bayes estimation of mortality rates for disease mapping
Nonparametric Bayesian methods in hierarchical models
Analyses of cohort mortality incorporating observed and unobserved risk factors
Set-induced minimax estimators for a multivariate normal mean.
Robbins, empirical Bayes and microarrays
Simultaneous estimation of coefficients of variation
Two semi-parametric empirical Bayes estimators
A general method for robust Bayesian modeling
Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval
The use of random-effect models for high-dimensional variable selection problems
Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions
Exact and efficient inference for partial Bayes problems
Nonparametric hierarchical Bayes via sequential imputations
Some criteria for the estimation of evoked potentials
On measures of uncertainty of empirical Bayes small-area estimators
A unified jackknife theory for empirical best prediction with \(M\)-estimation
One-step minimum Hellinger distance estimation
Credit portfolios, credibility theory, and dynamic empirical Bayes
A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function
Statistical theory powering data science
Predicting the scoring time in hockey
Multivariate limited translation empirical Bayes estimators
An adjusted maximum likelihood method for solving small area estimation problems
A class of general adjusted maximum likelihood methods for desirable mean squared error estimation of EBLUP under the Fay-Herriot small area model
Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference
Constrained Bayes estimation in small area models with functional measurement error
Estimating variance of random effects to solve multiple problems simultaneously
Nonparametric predictive comparison of proportions
An empirical Bayes testing procedure for detecting variants in analysis of next generation sequencing data
Approximate repeated-measures shrinkage
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)
Nonparametric predictive subset selection for proportions
Empirical Bayes methods in classical and Bayesian inference
Robust multiobjective optimization \& applications in portfolio optimization
Two modeling strategies for empirical Bayes estimation
Shrinkage estimation in multilevel normal models
A new sparse variable selection via random-effect model
Combining estimators to improve structural model estimation and inference under quadratic loss
The effect of estimation in high-dimensional portfolios
Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors
The role of empirical Bayes methodology as a leading principle in modern medical statistics
Hierarchical bayesian modeling with elicited prior information
A comparison of biased regression estimators using a pitman nearness criterion
Adaptive Incremental Mixture Markov Chain Monte Carlo
Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector
Estimation of the binomial parameter, using an apriori hypothesis about its value
Bayes and empirical Bayes shrinkage estimation of regression coefficients
Bayesian break-point forecasting in parallel time series, with application to university admissions
Empirical bayes estimation of the mean in a multivariate normal distribution
An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models
A new adjusted maximum likelihood method for the Fay-Herriot small area model
Protection against outliers in empirical bayes estimation
Unbiased ridge estimation with prior information and ridge trace
Optimal transitive procedures for comparing large numbers of parameters
Learning from a lot: empirical Bayes for high-dimensional model-based prediction
A second-order efficient empirical Bayes confidence interval
Hierarchical Proportional Hazards Regression Models for Highly Stratified Data
Using James–Stein Estimators in Homogeneity Tests of the Risk Difference
A Bayesian Formulation of Exploratory Data Analysis and Goodness‐of‐fit Testing*
Markov chain Monte Carlo estimation of quantiles
scientific article; zbMATH DE number 7387534 (Why is no real title available?)
scientific article; zbMATH DE number 7387550 (Why is no real title available?)
Empirical Bayes estimators in hierarchical models with mixture priors
Linear Empirical Bayes Prediction of Employment Growth Rates Using the U.S. Current Employment Statistics Survey
Data transforming augmentation for heteroscedastic models
Shrinkage estimation of location parameters in a multivariate skew-normal distribution
Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision
Empirical Bayes sequential estimation of a finite population mean
Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball
Calibration concordance for astronomical instruments via multiplicative shrinkage
Pseudo-empirical Bayes estimation of small area means based on James-Stein estimation in linear regression models with functional measurement error
Evaluation of some random effects methodology applicable to bird ringing data
Random effects and shrinkage estimation in capture-recapture models
Detecting Pulsatile Hormone Secretions Using Nonlinear Mixed Effects Partial Spline Models
PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE
Improved estimation under collinearity and squared error loss
Model-based estimation of baseball batting metrics
Multiple Anchor Point Shrinkage for the Sample Covariance Matrix
Irrational Exuberance: Correcting Bias in Probability Estimates
Lessons From Between the White Lines for Isolated Data Scientists
Multi-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects Models
Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation
Empirical Bayes and selective inference

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