Simultaneous estimation of location parameters under quadratic loss
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Publication:795442
Cited in
(19)- Simultaneous estimation of location parameters of the distribution with finite support
- Shrinkage estimation with a matrix loss function
- Robust estimation of common regression coefficients under spherical symmetry
- Improved confidence sets for the mean of a multivariate normal distribution
- Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
- Estimation under \(\ell_{1}\)-symmetry
- Estimation of a location parameter with a reflected normal loss function
- Drift estimation with non-Gaussian noise using Malliavin calculus
- Estimation of location parameters for spherically symmetric distributions
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
- Stokes' theorem, Stein's identity and completeness
- ``Almost arbitrary minimax estimators of location for independent component variance mixtures of normal variates
- A new general interpretation of the Stein estimate and how it adapts: Applications.
- Minimax estimation for certain independent component districutions under welghted squared error loss
- Estimation of scale parameters in mixture distributions
- scientific article; zbMATH DE number 3986432 (Why is no real title available?)
- Estimation of location parameters of several exponential distributions
- Universal domination of stein-type estimators
- On second-order admissibilities of the estimators of gamma shape vector
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