Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

Cited in

(only showing first 100 items - show all)

scientific article; zbMATH DE number 7387520 (Why is no real title available?)
Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix
Minimax estimation with thresholding and its application to wavelet analysis
Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
Statistical theory powering data science
On the construction of Bayes minimax estimators
Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix
Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems
Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior
Stein estimator from a polar coordinate perspective
The future of indirect evidence
A geometrical explanation of Stein shrinkage
A conversation with Larry Brown
Ridge regression and asymptotic minimax estimation over spheres of growing dimension
The estimation of stratum means vector with random sample sizes
Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
A class of admissible estimators of multiple regression coefficient with an unknown variance
An empirical Bayes mixture method for effect size and false discovery rate estimation
Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series
Stein's idea and minimax admissible estimation of a multivariate normal mean
An empirical Bayes risk prediction model using multiple traits for sequencing data
Estimation, prediction and the Stein phenomenon under divergence loss
Evaluating default priors with a generalization of Eaton's Markov chain
The Stein effect for Fréchet means
On admissible estimation of a mean vector when the scale is unknown
Admissible predictive density estimation
Stein estimation -- a review
Inferred probabilities
SURE Estimates for a Heteroscedastic Hierarchical Model
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
Approximate repeated-measures shrinkage
Non-minimaxity of debiased shrinkage estimators
Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
Improved confidence estimators for confidence sets of location parameters
On priors which give Bayes minimax estimators of Baranchik's form
What finite-additivity can add to decision theory
Effect-size estimation using semiparametric hierarchical mixture models in disease-association studies with neuroimaging data
Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter
Some limitation on stein's phenomenon
Prior distributions for objective Bayesian analysis
The philosophical significance of Stein's paradox
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
Evaluation of formal posterior distributions via Markov chain arguments
Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean
Confidence intervals for nonparametric regression
Second-order minimax estimation of the mean value for exponential dispersion models
An Empirical Bayes Method for Chi-Squared Data
Some global properties of symmetric diffusion processes
Density prediction and the Stein phenomenon
Hunting for significance: Bayesian classifiers under a mixture loss function
Correlation in a Bayesian framework
Lectures on the theory of estimation of many parameters
Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods
On minimaxity and admissibility of hierarchical Bayes estimators
The interplay of Bayesian and frequentist analysis
The maximum likelihood prior
Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
Lower bounds on Bayes risks for estimating a normal variance: With applications
A class of minimax generalized Bayes estimators and an extended correlation inequality
Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
On independent statistical decision problems and products of diffusions
Discussion of ``Estimating random effects via adjustment for density maximization by C. Morris and R. Tang
Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal
Ignorance prior distribution of a hyperparameter and Stein's estimator
Inference of non-centrality parameter of a truncated non-central chi-squared distribution
Noisy recovery from random linear observations: sharp minimax rates under elliptical constraints
Dominance properties of constrained Bayes and empirical Bayes estimators
The heat equation and Stein's identity: connections, applications
Admissibility and minimaxity of Bayes estimators for a normal mean matrix
A formal bayes multiple shrinkage estimator
From minimax shrinkage estimation to minimax shrinkage prediction
Choice of hierarchical priors: Admissibility in estimation of normal means
An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
Necessary conditions for dominating the James-Stein estimator
Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
Asymptotically minimax Bayes predictive densities
On the empirical estimator of the boundary in inverse first-exit problems
Stein estimation for spherically symmetric distributions: recent developments
On Charles Stein's contributions to (in)admissibility
On extended admissible procedures and their nonstandard Bayes risk
Some aspects of generalm-estimation theory for dependent random variables
Admissible and minimax multiparameter estimation in exponential families
Improved minimax predictive densities under Kullback-Leibler loss
Shrinkage priors for Bayesian prediction
An objective prior for hyperparameters in normal hierarchical models
Recurrence and transience of a Markov chain on \(\mathbb{Z}^+\) and evaluation of prior distributions for a Poisson mean
Larry Brown's work on admissibility
Empirical Bayes predictive densities for high-dimensional normal models
Sampling properties of the Bayesian posterior mean with an application to WALS estimation
A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale
In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
Computationally efficient variational-like approximations of possibilistic inferential models
On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means

This page was built for publication: Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5658942)