Shrinkage and modification techniques in estimation of variance and the related problems: A review
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Publication:4240717
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Cites work
- A bayesian approach to a reliability problem: Theory, analysis and interesting numerics
- A Bayesian Look at Inverse Linear Regression
- A class of minimax estimators of the scale parameter of the uniform distribution
- A complete class theorem for estimating a noncentrality parameter
- A complete class theorem for the control problem and further results on admissibility and inadmissibility
- A minimax regret estimator of a normal mean after preliminary test
- A minimum average risk approach to shrinkage estimators of the normal mean
- A new property of the inverse Gaussian distribution with applications
- A note on admissibility of the maximum likelihood estimator for a bounded normal mean
- A unified approach to improving equivariant estimators
- Admissibility and minimaxity of the UMVU estimator of \(P\{ X<Y\}\)
- Admissibility and minimaxity results in the estimation problem of exponential quantiles
- Admissibility results for generalized Bayes estimators of coordinates of a location vector
- Admissibility: Survey of a Concept in Progress
- Admissible minimax estimation of a common mean of two normal populations
- Alternative estimators for the scale parameter of the exponential distribution with unknown location
- An approach to improving the James-Stein estimator
- An Asymptotic Expansion for the Distribution of the Linear Discriminant Function
- An Asymptotic Unbiased Technique for Estimating the Error Rates in Discriminant Analysis
- An identity for the Wishart distribution with applications
- An improved estimator of the generalized variance
- Asymptotic properties of the estimators for multivariate components of variance
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
- Asymptotic variance estimation in multivariate distributions
- Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases
- Bootstrap methods: another look at the jackknife
- Combining Unbiased Estimators
- Combining Unbiased Estimators
- Condition Numbers and Minimax Ridge Regression Estimators
- Confidence interval estimation subject to order restrictions
- Differential geometry of curved exponential families. Curvatures and information loss
- Double shrinkage estimation of ratio of scale parameters
- Empirical Bayes on vector observations: An extension of Stein's method
- Empirical bayes shrinkage estimation of reliability in the exponential distribution
- Entropy loss and risk of improved estimators for the generalized variance and precision
- Estimating a bounded normal mean
- Estimating a Quantile of an Exponential Distribution
- Estimating the scale parameter of the exponential distribution with unknown location
- Estimation of covariance structure models with parameters subject to functional restraints
- Estimation of noncentrality parameters
- Estimation of the Larger Translation Parameter
- Estimation of the Last Mean of a Monotone Sequence
- Estimation of the mean of a multivariate normal distribution
- Estimation of the Mean of the Selected Population
- Estimation of the mean of the selected population
- Estimation of the non-centrality parameter of a chi squared distribution
- Estimation of the Probability that Y < X
- Estimation of the variance and its applications
- Estimation of Two Ordered Translation Parameters
- Estimation of variance components in mixed linear models
- Estimation procedures based on preliminary test, shrinkage technique and information criterion
- Factor analysis and AIC
- Formal Bayes Estimation with Application to a Random Effects Model
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- Further remarks on estimating the parameter of a noncentral chi-square distribution
- General admissibility and inadmissibility results for estimation in a control problem
- Generalized Bayes estimators of a normal discriminant function
- scientific article; zbMATH DE number 193111 (Why is no real title available?)
- scientific article; zbMATH DE number 686769 (Why is no real title available?)
- Improved confidence intervals for a normal variance
- Improved Confidence Intervals for the Variance of a Normal Distribution
- Improved estimation under collinearity and squared error loss
- Improved invariant confidence intervals for a normal variance
- Improved nonnegative estimation of variance components in balanced multivariate mixed models
- Improving on equivariant estimators
- Improving on inadmissible estimators in the control problem
- Improving on the positive part of the UMVUE of a noncentrality parameter of a noncentral chi-square distribution
- Inadmissibility of a Class of Estimators of a Normal Quantile
- Inadmissibility of the Best Invariant Estimator of Extreme Quantiles of the Normal Law Under Squared Error Loss
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- Inadmissibility of the Usual Scale Estimate for a Shifted Exponential Distribution
- Inadmissibility results for generalized Bayes estimators of coordinates of a location vector
- Inadmissibility results for the selected scale parameters
- Life Testing and Reliability Estimation for the Two Parameter Exponential Distribution
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
- Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
- Minimax estimation of a constrained Poisson vector
- Minimax estimation of powers of the variance of a normal population under squared error loss
- Minimax estimation of the mean of a normal distribution when the parameter space is restricted
- Minimax estimators of a covariance matrix
- Minimax ridge regression estimation
- New perspectives on linear calibration
- Nonnegative estimation of variance components in unbalanced mixed models with two variance components
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- On improving the shortest length confidence interval for the generalized variance.
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- On the estimation of a variance ratio
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- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Some remarks on estimating a noncentrality parameter
- Statistical Calibration: A Review
- Stein estimation: The spherically symmetric case
- The Efficiencies in Small Samples of the Maximum Likelihood and Best Unbiased Estimators of Reliability Functions
- The Efficiencies of Maximum Likelihood and Minimum Variance Unbiased Estimators of Fraction Defective in the Normal Case
- The Existence of Asymptotically Unbiased Nonnegative Quadratic Estimates of Variance Components in ANOVA Models
- The multiplier method in constrained estimation of covariance structure models
- The quadratic loss of isotonic regression under normality
- Two inequalities with an application
- Use of Inter-Block Information to Obtain Uniformly Better Estimators
- What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
Cited in
(26)- Improved estimation of the smallest scale parameter of gamma distributions
- Estimation of a scale parameter in mixture models with unknown location
- Improved estimators for functions of scale parameters in mixture models
- Strawderman-type estimators for a scale parameter with application to the exponential distribution
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
- Estimation of the smallest normal variance with applications to variance components models
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
- On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
- Decision-theoretic issues in heterogeneity variance estimation
- General dominance properties of double shrinkage estimators for ratio of positive parameters
- James-Stein type estimators of variances
- Estimating the ratio of two scale parameters: a simple approach
- Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays
- NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE
- Estimating a linear parametric function of a doubly censored exponential distribution
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Quantile estimation for a progressively censored exponential distribution
- Estimation of the shape parameter of a Pareto distribution
- A review of the results on the Stein approach for estimators improvement
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
- A shrinkage based diagonal T 2 control chart for high dimensional data
- Estimating risk and the mean squared error matrix in Stein estimation
- Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
- Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
- Minimax estimation of a restricted mean for a one-parameter exponential family
- Estimation of covariance matrices in fixed and mixed effects linear models
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