Pages that link to "Item:Q1154191"

The following pages link to A robust generalized Bayes estimator and confidence region for a multivariate normal mean (Q1154191):

Displaying 38 items.

• Classification loss function for parameter ensembles in Bayesian hierarchical models (Q434738) (← links)
• Kernel methods in system identification, machine learning and function estimation: a survey (Q462325) (← links)
• Improved confidence sets for the mean of a multivariate normal distribution (Q582761) (← links)
• Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints (Q689386) (← links)
• Criteria for Bayesian model choice with application to variable selection (Q693737) (← links)
• High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator (Q840802) (← links)
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (Q912512) (← links)
• A class of modified Stein estimators with easily computable risk functions (Q1052776) (← links)
• Estimating the mean function of a Gaussian process and the Stein effect (Q1055133) (← links)
• Bayesian input in Stein estimation and a new minimax empirical Bayes estimator (Q1063963) (← links)
• Minimax linear regression estimation with symmetric parameter restrictions (Q1082019) (← links)
• Restricted risk Bayes estimation for the mean of the multivariate normal distribution (Q1094018) (← links)
• Employing vague prior information in the construction of confidence sets (Q1102654) (← links)
• Convergence of posterior odds (Q1125977) (← links)
• Simultaneous estimation of Poisson means (Q1158897) (← links)
• Estimated confidence procedures for multivariate normal means (Q1263183) (← links)
• Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case (Q1318991) (← links)
• Bayesian inference in location-scale distributions with independent bivariate priors (Q1367091) (← links)
• Set-induced minimax estimators for a multivariate normal mean. (Q1427797) (← links)
• Compound decision theory and empirical Bayes methods (Q1429309) (← links)
• High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
• Choice of hierarchical priors: Admissibility in estimation of normal means (Q1816965) (← links)
• Optimal robust Bayes estimation (Q1901746) (← links)
• Robust Bayesian estimators in a one-way ANOVA model (Q1906310) (← links)
• The global approximations of the coverage probability for a confidence set centered at the positive part James-Stein estimator and their applications (Q2107885) (← links)
• A global-local approach for detecting hotspots in multiple-response regression (Q2194477) (← links)
• On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities (Q2241516) (← links)
• On minimum volume properties of some confidence regions for multiple multivariate normal means (Q2288831) (← links)
• Improved minimax estimation of a multivariate normal mean under heteroscedasticity (Q2345133) (← links)
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
• Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors (Q2428740) (← links)
• A new class of generalized Bayes minimax ridge regression estimators (Q2583418) (← links)
• Shrinkage confidence procedures (Q2634654) (← links)
• Confidence intervals for nonparametric regression (Q3021182) (← links)
• Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation (Q3121171) (← links)
• Heuristic Procedures for Simultaneous Estimation of Several Normal Means (Q3415873) (← links)
• Adaptive prior weighting in generalized regression (Q5347424) (← links)