Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

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Characterization of limits of Bayes procedures
Admissibility and minimaxity of Bayes estimators for a normal mean matrix
Stein estimation for spherically symmetric distributions: recent developments
The future of indirect evidence
Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean
The maximum likelihood prior
An empirical Bayes risk prediction model using multiple traits for sequencing data
Stein estimation -- a review
The heat equation and Stein's identity: connections, applications
Estimation, prediction and the Stein phenomenon under divergence loss
Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
Lower bounds on Bayes risks for estimating a normal variance: With applications
On the pitman estimator op ordered normal means
The Stein phenomenon for monotone incomplete multivariate normal data
A formal bayes multiple shrinkage estimator
On minimaxity and admissibility of hierarchical Bayes estimators
On independent statistical decision problems and products of diffusions
Evaluation of formal posterior distributions via Markov chain arguments
Improved confidence estimators for confidence sets of location parameters
A conversation with Larry Brown
An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
Evaluating default priors with a generalization of Eaton's Markov chain
Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
The Stein effect for Fréchet means
Minimax estimation with thresholding and its application to wavelet analysis
Confidence intervals for nonparametric regression
A unified and broadened class of admissible minimax estimators of a multivariate normal mean
Hunting for significance: Bayesian classifiers under a mixture loss function
Prior distributions for objective Bayesian analysis
Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal
Choice of hierarchical priors: Admissibility in estimation of normal means
PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION
Necessary conditions for dominating the James-Stein estimator
Admissibility and inadmissibility of estimators in the one-parameter exponential family
An empirical Bayes mixture method for effect size and false discovery rate estimation
Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems
On the construction of Bayes minimax estimators
The estimation of stratum means vector with random sample sizes
Some global properties of symmetric diffusion processes
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
Stein's idea and minimax admissible estimation of a multivariate normal mean
Lectures on the theory of estimation of many parameters
Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
Single observation unbiased priors
Second-order minimax estimation of the mean value for exponential dispersion models
On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
Counterexample - An inadmissible estimator which is generalized Bayes for a prior with light tails
The interplay of Bayesian and frequentist analysis
On improved loss estimation for shrinkage estimators
Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
Admissible and minimax multiparameter estimation in exponential families
Dominance properties of constrained Bayes and empirical Bayes estimators
Density prediction and the Stein phenomenon
Ignorance prior distribution of a hyperparameter and Stein's estimator
General maximum likelihood empirical Bayes estimation of normal means
Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
Ridge regression and asymptotic minimax estimation over spheres of growing dimension
Inference of non-centrality parameter of a truncated non-central chi-squared distribution
Discussion of ``Estimating random effects via adjustment for density maximization by C. Morris and R. Tang
Admissible predictive density estimation
Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
Asymptotically minimax Bayes predictive densities
Empirical Bayes predictive densities for high-dimensional normal models
Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix
From minimax shrinkage estimation to minimax shrinkage prediction
Improved minimax predictive densities under Kullback-Leibler loss
Shrinkage priors for Bayesian prediction
SURE Estimates for a Heteroscedastic Hierarchical Model
On the empirical estimator of the boundary in inverse first-exit problems
Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix
Some aspects of generalm-estimation theory for dependent random variables
Correlation in a Bayesian framework
Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series
On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means
What finite-additivity can add to decision theory
A class of minimax generalized Bayes estimators and an extended correlation inequality
On Charles Stein's contributions to (in)admissibility
On extended admissible procedures and their nonstandard Bayes risk
Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
Statistical theory powering data science
Effect-size estimation using semiparametric hierarchical mixture models in disease-association studies with neuroimaging data
scientific article; zbMATH DE number 7387520 (Why is no real title available?)
An objective prior for hyperparameters in normal hierarchical models
Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior
On admissible estimation of a mean vector when the scale is unknown
Inferred probabilities
On priors which give Bayes minimax estimators of Baranchik's form
Approximate repeated-measures shrinkage
A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale
Larry Brown's work on admissibility
An Empirical Bayes Method for Chi-Squared Data
Sampling properties of the Bayesian posterior mean with an application to WALS estimation
Recurrence and transience of a Markov chain on \(\mathbb{Z}^+\) and evaluation of prior distributions for a Poisson mean
A geometrical explanation of Stein shrinkage
Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods

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