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
- scientific article; zbMATH DE number 193111 (Why is no real title available?)
- scientific article; zbMATH DE number 686769 (Why is no real title available?)
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- A new property of the inverse Gaussian distribution with applications
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- A unified approach to improving equivariant estimators
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- Admissible minimax estimation of a common mean of two normal populations
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- An Asymptotic Unbiased Technique for Estimating the Error Rates in Discriminant Analysis
- An approach to improving the James-Stein estimator
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- An improved estimator of the generalized variance
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- Combining Unbiased Estimators
- Combining Unbiased Estimators
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- Confidence interval estimation subject to order restrictions
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- 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 the Selected Population
- Estimation of the Probability that Y < X
- Estimation of the mean of a multivariate normal distribution
- Estimation of the mean of the selected population
- Estimation of the non-centrality parameter of a chi squared distribution
- Estimation of the variance and its applications
- Estimation of variance components in mixed linear models
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- 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
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- Improved confidence intervals for a normal variance
- 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
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- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
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- Two inequalities with an application
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Cited in
(25)- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
- Minimax estimation of a restricted mean for a one-parameter exponential family
- Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays
- Estimating risk and the mean squared error matrix in Stein estimation
- James-Stein type estimators of variances
- A review of the results on the Stein approach for estimators improvement
- NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE
- 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
- Decision-theoretic issues in heterogeneity variance estimation
- Improved estimators for functions of scale parameters in mixture models
- Estimation of the shape parameter of a Pareto distribution
- Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
- Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
- Strawderman-type estimators for a scale parameter with application to the exponential distribution
- Estimating a linear parametric function of a doubly censored exponential distribution
- Improved estimation of the smallest scale parameter of gamma distributions
- On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
- Quantile estimation for a progressively censored exponential distribution
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Estimation of covariance matrices in fixed and mixed effects linear models
- General dominance properties of double shrinkage estimators for ratio of positive parameters
- Estimating the ratio of two scale parameters: a simple approach
- Estimation of a scale parameter in mixture models with unknown location
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
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