A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
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Publication:5120225
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Cited in
(only showing first 100 items - show all)- On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix
- Robustness of Stein-type estimators under a non-scalar error covariance structure
- A class of modified Stein estimators with easily computable risk functions
- A family of minimax estimators of a multivariate normal mean
- Selecting a minimax estimator doing well at a point
- On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost
- Dominance of the positive-part version of the James-Stein estimator
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
- Admissible and minimax multiparameter estimation in exponential families
- Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators
- Bayes minimax estimators of a multivariate normal mean
- A sequence of improvements over the James-Stein estimator
- Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix
- Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
- Minimax estimation of a multivariate normal mean under polynomial loss
- Minimax Bayes estimators of a multivariate normal mean
- Stein estimation for non-normal spherically symmetric location families in three dimensions
- MSE performance of a heterogeneous pre-test estimator
- Simultaneous estimation of independent normal mean vectors with unknown covariance matrices
- Improving the James-Stein estimator using the Stein variance estimator
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean
- PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted.
- Set-induced minimax estimators for a multivariate normal mean.
- Stein estimation -- a review
- Pre-test double \(k\)-class estimators in linear regression
- MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression
- Minimax hierarchical empirical Bayes estimation in multivariate regression
- Estimation of a parameter vector restricted to a cone
- Optimal shrinkage estimator for high-dimensional mean vector
- Estimation and testing in generalized mean-reverting processes with change-point
- On estimation of matrix of normal mean
- Minimax estimators in the normal MANOVA model
- Minimax estimation of location parameters for certain spherically symmetric distributions
- Exact distribution of a pre-test estimator for regression error variance when there are omitted variables.
- Minimum mean-squared error estimation in linear regression with an inequality constraint
- Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
- Recent advances in shrinkage-based high-dimensional inference
- On homogeneous James-Stein type estimators
- The Stein effect for Fréchet means
- On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
- A note on classical Stein-type estimators in elliptically contoured models
- On shrinkage estimation for balanced loss functions
- Adaptive estimation strategies in gamma regression model
- A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage
- On predictive density estimation under \(\alpha\)-divergence loss
- Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function
- On improved shrinkage estimators for concave loss
- MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated
- Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions
- A unified approach to estimating a normal mean matrix in high and low dimensions
- James-Stein estimation problem for a multivariate normal random matrix and an improved estimator
- SURE estimates under dependence and heteroscedasticity
- Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior
- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
- PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
- Stein-type estimation in logistic regression models based on minimum -divergence estimators
- Simultaneous estimation of p positive normal means with common unknown variance
- Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
- scientific article; zbMATH DE number 3936163 (Why is no real title available?)
- scientific article; zbMATH DE number 3969850 (Why is no real title available?)
- Minimax estimation of independent normal means under a quadratic loss function with unknown weights
- A family of admissible minimax estimators of the mean of a multivariate, normal distribution
- On the minimaxiy of the maximum likelihood estimator in a multivariate problem
- Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
- Constructing estimators of a mean vector through orthogonal reparametrization and differential equations
- MSE performance of the weighted average estimators consisting of shrinkage estimators
- Minimax estimation for certain independent component districutions under welghted squared error loss
- scientific article; zbMATH DE number 3999019 (Why is no real title available?)
- Estimation of the mean vector in a singular multivariate normal distribution
- A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model
- PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables
- PMSE performance of two different types of preliminary test estimators under a multivariate \(t\) error term
- Double shrunken selection operator
- Minimaxity of the Stein risk-minimization estimator for a normal mean matrix
- Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors
- Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
- A class of minimax estimators of the scale parameter of the uniform distribution
- Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function
- A note on estimation of a distribution function in a nonparametric set-up using Stein's shrinkage estimation technique
- Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal
- Stein-like 2SLS estimator
- MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated
- scientific article; zbMATH DE number 7592887 (Why is no real title available?)
- Improved Stein-rule estimator for regression problems
- MSE performance of the 2SHI estimator in a regression model with multivariate t error terms
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
- Fractionally-supervised classification
- Data based loss estimation of the mean of a spherical distribution with a residual vector
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models1
- Bayesian optimality and intervals for Stein-type estimates
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
- On priors which give Bayes minimax estimators of Baranchik's form
- Shrinkage estimation with logarithmic penalties
- Non-minimaxity of debiased shrinkage estimators
- Asymptotics of coverages of HD confidence sets and recentering at shrinkage estimates: phase transitions, large deviations
- A weighted average limited information maximum likelihood estimator
- Bayes minimax estimator of the mean vector in an elliptically contoured distribution
- MSE superiority of the unrestricted Stein-rule estimator in a regression model with a possible structural break
- Estimation of a mean vector in a two-sample problem
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