Data Analysis Using Stein's Estimator and its Generalizations
From MaRDI portal
Publication:4082142
Cited in
(only showing first 100 items - show all)- Nonparametric hierarchical Bayes via sequential imputations
- A class of modified Stein estimators with easily computable risk functions
- Bayes and empirical Bayes shrinkage estimation of regression coefficients
- A transitional non-parametric maximum pseudo-likelihood estimator for disease mapping
- Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector
- Nonparametric predictive subset selection for proportions
- Robust empirical Bayes tests for continuous distributions
- A new adjusted maximum likelihood method for the Fay-Herriot small area model
- Estimation of clustered parameters
- Improved estimation under collinearity and squared error loss
- A general method for robust Bayesian modeling
- Bayes modal estimation in item response models
- An adjusted maximum likelihood method for solving small area estimation problems
- Robbins, empirical Bayes and microarrays
- Nonparametric predictive comparison of proportions
- Estimating true score in the compound binomial error model
- Evaluation of some random effects methodology applicable to bird ringing data
- Multivariate limited translation empirical Bayes estimators
- Estimating structural equation models using James-Stein type shrinkage estimators
- Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference
- Variable selection for linear mixed models with applications in small area estimation
- Contracting towards subspaces when estimating the mean of a multivariate normal distribution
- A unified jackknife theory for empirical best prediction with \(M\)-estimation
- On measures of uncertainty of empirical Bayes small-area estimators
- Hierarchical Proportional Hazards Regression Models for Highly Stratified Data
- Simultaneous credible intervals for small area estimation problems
- One-step minimum Hellinger distance estimation
- Biased versus unbiased estimation
- Empirical Bayes methods in classical and Bayesian inference
- Hierarchical Bayes estimation of mortality rates for disease mapping
- A new sparse variable selection via random-effect model
- An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models
- Credit portfolios, credibility theory, and dynamic empirical Bayes
- 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)
- Estimating variance of random effects to solve multiple problems simultaneously
- Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval
- The effect of estimation in high-dimensional portfolios
- An extension of the method of maximum likelihood and the Stein's problem
- AMCMC: an R interface for adaptive MCMC
- 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
- An empirical Bayes procedure for the credit granting decision
- Approximated Bayes and empirical Bayes confidence intervals - the known variance case
- Model-based estimation of baseball batting metrics
- Two modeling strategies for empirical Bayes estimation
- Shrinkage estimation in multilevel normal models
- Mean squared error of James-Stein estimators for measurement error models
- A class of general adjusted maximum likelihood methods for desirable mean squared error estimation of EBLUP under the Fay-Herriot small area model
- A Bayesian Formulation of Exploratory Data Analysis and Goodness‐of‐fit Testing*
- Learning from a lot: empirical Bayes for high-dimensional model-based prediction
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix
- Small area estimators based on restricted mixed models
- Unbiased ridge estimation with prior information and ridge trace
- Estimating risk and the mean squared error matrix in Stein estimation
- Robust multiobjective optimization \& applications in portfolio optimization
- Simultaneous estimation of coefficients of variation
- Two semi-parametric empirical Bayes estimators
- The use of random-effect models for high-dimensional variable selection problems
- Markov chain Monte Carlo estimation of quantiles
- 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
- Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions
- Empirical Bayes predictive densities for high-dimensional normal models
- Adaptive Incremental Mixture Markov Chain Monte Carlo
- Comparison and robustification of Bayes and Black-Litterman models
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
- Exact and efficient inference for partial Bayes problems
- A second-order efficient empirical Bayes confidence interval
- Empirical Bayes and selective inference
- scientific article; zbMATH DE number 7387534 (Why is no real title available?)
- Irrational Exuberance: Correcting Bias in Probability Estimates
- scientific article; zbMATH DE number 7387550 (Why is no real title available?)
- 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
- A comparison of biased regression estimators using a pitman nearness criterion
- Empirical Bayes estimators in hierarchical models with mixture priors
- An empirical Bayes testing procedure for detecting variants in analysis of next generation sequencing data
- Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball
- Bayesian optimality and intervals for Stein-type estimates
- Mixed models and shrinkage estimation for balanced and unbalanced designs
- Analyses of cohort mortality incorporating observed and unobserved risk factors
- Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors
- Empirical Bayes methods in variable selection
- Statistical theory powering data science
- Random effects and shrinkage estimation in capture-recapture models
- Constrained Bayes estimation in small area models with functional measurement error
- Estimation of the binomial parameter, using an apriori hypothesis about its value
- A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function
- Bayesian break-point forecasting in parallel time series, with application to university admissions
- Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation
- Multiple Anchor Point Shrinkage for the Sample Covariance Matrix
- Set-induced minimax estimators for a multivariate normal mean.
- Bayesian hierarchical meta-analytic methods for modeling surrogate relationships that vary across treatment classes using aggregate data
- Minimax estimators of the multinormal mean: Autoregressive priors
- Using James–Stein Estimators in Homogeneity Tests of the Risk Difference
- Approximate repeated-measures shrinkage
- Some criteria for the estimation of evoked potentials
- Shrinkage estimators of BLUE for time series regression models
- Protection against outliers in empirical bayes estimation
This page was built for publication: Data Analysis Using Stein's Estimator and its Generalizations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4082142)
