Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

Cited In (only showing first 100 items - show all)

A class of admissible estimators of multiple regression coefficient with an unknown variance
Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series
On admissible estimation of a mean vector when the scale is unknown
Non-minimaxity of debiased shrinkage estimators
On priors which give Bayes minimax estimators of Baranchik's form
Inferred probabilities
Approximate repeated-measures shrinkage
What finite-additivity can add to decision theory
Effect-size estimation using semiparametric hierarchical mixture models in disease-association studies with neuroimaging data
Some limitation on stein's phenomenon
Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter
The philosophical significance of Stein's paradox
An Empirical Bayes Method for Chi-Squared Data
Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods
Correlation in a Bayesian framework
A class of minimax generalized Bayes estimators and an extended correlation inequality
On the empirical estimator of the boundary in inverse first-exit problems
Some aspects of generalm-estimation theory for dependent random variables
On Charles Stein's contributions to (in)admissibility
On extended admissible procedures and their nonstandard Bayes risk
Recurrence and transience of a Markov chain on \(\mathbb{Z}^+\) and evaluation of prior distributions for a Poisson mean
An objective prior for hyperparameters in normal hierarchical models
Larry Brown's work on admissibility
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
A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale
On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means
Title not available (Why is that?)
Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix
Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
Statistical theory powering data science
Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior
A geometrical explanation of Stein shrinkage
The future of indirect evidence
A conversation with Larry Brown
The estimation of stratum means vector with random sample sizes
Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
An empirical Bayes risk prediction model using multiple traits for sequencing data
An empirical Bayes mixture method for effect size and false discovery rate estimation
Stein's idea and minimax admissible estimation of a multivariate normal mean
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
Admissible predictive density estimation
SURE Estimates for a Heteroscedastic Hierarchical Model
Stein estimation -- a review
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
Improved confidence estimators for confidence sets of location parameters
Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
Prior distributions for objective Bayesian analysis
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
Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean
Evaluation of formal posterior distributions via Markov chain arguments
Confidence intervals for nonparametric regression
Second-order minimax estimation of the mean value for exponential dispersion models
Some global properties of symmetric diffusion processes
Density prediction and the Stein phenomenon
Hunting for significance: Bayesian classifiers under a mixture loss function
Lectures on the theory of estimation of many parameters
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
Lower bounds on Bayes risks for estimating a normal variance: With applications
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
Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
On independent statistical decision problems and products of diffusions
Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal
Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
Discussion of ``Estimating random effects via adjustment for density maximization by C. Morris and R. Tang
Dominance properties of constrained Bayes and empirical Bayes estimators
Ignorance prior distribution of a hyperparameter and Stein's estimator
Inference of non-centrality parameter of a truncated non-central chi-squared distribution
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
Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
Necessary conditions for dominating the James-Stein estimator
Asymptotically minimax Bayes predictive densities
Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
Stein estimation for spherically symmetric distributions: recent developments
Admissible and minimax multiparameter estimation in exponential families
Improved minimax predictive densities under Kullback-Leibler loss
Shrinkage priors for Bayesian prediction
Empirical Bayes predictive densities for high-dimensional normal models
Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
On the pitman estimator op ordered normal means
A unified and broadened class of admissible minimax estimators of a multivariate normal mean
Counterexample - An inadmissible estimator which is generalized Bayes for a prior with light tails
Characterization of limits of Bayes procedures
On improved loss estimation for shrinkage estimators
Admissibility and inadmissibility of estimators in the one-parameter exponential family
Single observation unbiased priors
PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION

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