scientific article; zbMATH DE number 3557007
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Publication:4130201
zbMATH Open0357.62020MaRDI QIDQ4130201FDOQ4130201
Publication date: 1974
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Cited In (only showing first 100 items - show all)
- A new positive estimator of loss function
- Optimal modeling of nonlinear systems: method of variable injections
- On solutions for global Stein optimization problems with applications
- On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities
- On admissible estimation of a mean vector when the scale is unknown
- Weighted shrinkage estimators of normal mean matrices and dominance properties
- Minimax multivariate empirical Bayes estimators under multicollinearity
- Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix
- Non-minimaxity of debiased shrinkage estimators
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
- An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix
- Shrinkage estimation with logarithmic penalties
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
- Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods
- Minimax estimation of independent normal means under a quadratic loss function with unknown weights
- Bayes minimax ridge regression estimators
- The zero-capital approach to portfolio enhancement and overlay management
- Generalizing Stein's lemma
- A class of minimax generalized Bayes estimators and an extended correlation inequality
- Shrinkage priors for single-spiked covariance models
- A Stein type lemma for the multivariate generalized hyperbolic distribution
- Estimation of a covariance matrix in multivariate skew-normal distribution
- Shrinkage estimation of location parameters in a multivariate skew-normal distribution
- Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance
- Inadmissibility of the corrected Akaike information criterion
- On Charles Stein's contributions to (in)admissibility
- Larry Brown's work on admissibility
- A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices
- A personal celebration of Dr. D. Basu with emphasis on examples-counterexamples-clarifications
- Predictive density estimation under the Wasserstein loss
- Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments
- Empirical Bayes matrix completion
- Asymptotically optimal adaptive designs in factorial experiments
- On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality
- Title not available (Why is that?)
- Title not available (Why is that?)
- Prediction risk for the horseshoe regression
- Estimation of poisson means under weighted squared error loss
- Selecting a minimax estimator doing well at a point
- Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
- Sharp oracle inequalities for aggregation of affine estimators
- The projected GSURE for automatic parameter tuning in iterative shrinkage methods
- On moments of ratios of quadratic forms in normal variables
- Stein's idea and minimax admissible estimation of a multivariate normal mean
- Conditional and unconditional methods for selecting variables in linear mixed models
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
- Estimating risk and the mean squared error matrix in Stein estimation
- Admissible predictive density estimation
- Stein estimation -- a review
- Stein estimation for non-normal spherically symmetric location families in three dimensions
- Random function prediction and Stein's identity.
- Improved estimation in measurement error models through Stein rule procedure
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
- An identity for the Wishart distribution with applications
- On minimaxity and admissibility of hierarchical Bayes estimators
- Minimax estimators for a multinormal precision matrix
- Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function
- Production decisions under joint price and production uncertainty
- A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles
- Ignorance prior distribution of a hyperparameter and Stein's estimator
- Simultaneous prediction of independent Poisson observables
- Multiparameter estimation of discrete exponential distributions
- Admissibility and minimaxity of Bayes estimators for a normal mean matrix
- Proper Bayes minimax estimators of the normal mean matrix with common unknown variances
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
- A new estimator of covariance matrix
- On Stein's identity and its applications
- Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
- An identity for multidimensional continuous exponential families and its applications
- Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
- An extended class of minimax generalized Bayes estimators of regression coefficients
- Empirical Bayes minimax estimators of matrix normal means
- Admissible and minimax multiparameter estimation in exponential families
- A simple motivation for James-Stein estimators
- Minimax estimation of a multivariate normal mean under polynomial loss
- Improved minimax predictive densities under Kullback-Leibler loss
- On improved estimation of normal precision matrix and discriminant coefficients
- Shrinkage priors for Bayesian prediction
- Empirical Bayes predictive densities for high-dimensional normal models
- In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
- Examples of estimation problems
- Simultaneous estimation of negative binomial dispersion parameters
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean
- Counterexample - An inadmissible estimator which is generalized Bayes for a prior with light tails
- On estimation of a matrix of normal means with unknown covariance matrix
- A class of modified Stein estimators with easily computable risk functions
- A class of minimax estimators of a normal quantile
- On estimation of matrix of normal mean
- Minimax estimation of normal precisions via expansion estimators
- The Stein phenomenon for monotone incomplete multivariate normal data
- On double \(k\)-class estimators of coefficients in linear regression
- Estimating the parameter of the population selected from discrete exponential family
- Simultaneous estimation of several Poisson parameters under squared error loss
- Estimation of covariance matrices in fixed and mixed effects linear models
- Improved loss estimation for a normal mean matrix
- Simultaneous estimation of location parameters of the distribution with finite support
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