scientific article; zbMATH DE number 3205757
From MaRDI portal
Publication:5331615
zbMath0126.34602MaRDI QIDQ5331615
Publication date: 1962
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Improved confidence set estimators of a multivariate normal mean and generalizations, Lectures on the theory of estimation of many parameters, The Kullback-Leibler risk of the Stein estimator and the conditional MLE, Empirical estimates for heteroscedastic hierarchical dynamic normal models, A geometrical explanation of Stein shrinkage, Shrinkage confidence procedures, From minimax shrinkage estimation to minimax shrinkage prediction, Small area shrinkage estimation, Shrinkage estimation in multilevel normal models, Reversing the Stein effect, Testing guaranteed exponentiality, Employing vague prior information in the construction of confidence sets, Smoothing categorical data, Shrinkage estimation of location parameters in a multivariate skew-normal distribution, SURE estimates under dependence and heteroscedasticity, Empirical Bayes estimates for a two-way cross-classified model, An extension of the method of maximum likelihood and the Stein's problem, A Regression Modeling Approach to Structured Shrinkage Estimation, Statistical theory powering data science, Ignorance prior distribution of a hyperparameter and Stein's estimator, Adapting connectionist learning to Bayes networks, On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model, Empirical Bayes Confidence Intervals Shrinking Both Means and Variances, Estimation, prediction and the Stein phenomenon under divergence loss, The philosophical significance of Stein's paradox, James-Stein confidence set: equal area approach to the global approximation of coverage probability, A class of multiple shrinkage estimators, In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies, Una solucion bayesiana a la Paradoja de Stein, Improved confidence intervals for the scale parameter of Burr XII model based on record values, Improved confidence sets for the mean of a multivariate normal distribution, Exact adaptive confidence intervals for linear regression coefficients, On minimum volume properties of some confidence regions for multiple multivariate normal means, On Charles Stein's contributions to (in)admissibility, Minimum message length shrinkage estimation, Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability, Bayesian inference and the classical test theory model: Reliability and true scores, The estimation of proportions in m groups, Multiparameter estimation of discrete exponential distributions, The asymptotic expansion as well as the exact moments of the Stein estimator when the population means are nearly equal, Construction of improved estimators in multiparameter estimation for continuous exponential families, Improved minimax estimation of a multivariate normal mean under heteroscedasticity, The global approximations of the coverage probability for a confidence set centered at the positive part James-Stein estimator and their applications
