Shrinkage and modification techniques in estimation of variance and the related problems: A review
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Publication:4240717
DOI10.1080/03610929908832317zbMATH Open1063.62514OpenAlexW2064537758MaRDI QIDQ4240717FDOQ4240717
Authors: Tatsuya Kubokawa 
Publication date: 1999
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832317
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variance componentslinear calibration problemempirical and generalized Bayes rulesestimation of restricted parametersnoncentrality paremeterShrinkage procedurestatisticol decision theory
Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)
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Cited In (25)
- 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
- Quantile estimation for a progressively censored exponential distribution
- On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
- 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
- Estimation of a scale parameter in mixture models with unknown location
- Estimating the ratio of two scale parameters: a simple approach
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
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