Pages that link to "Item:Q1164344"

The following pages link to Selecting a minimax estimator of a multivariate normal mean (Q1164344):

Displaying 26 items.

• Kernel methods in system identification, machine learning and function estimation: a survey (Q462325) (← 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)
• Simultaneous estimation of parameters in exponential families (Q802240) (← links)
• Efficient shrinkage in parametric models (Q894642) (← links)
• The informational gain from Stein and hierarchial Stein estimators (Q899927) (← links)
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (Q912512) (← links)
• Estimators with nondecreasing risk: Application of a chi-squared identity (Q913389) (← 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)
• Improved estimation in lognormal regression models (Q1099910) (← links)
• Risk behavior of variance estimators in multivariate normal distribution (Q1186044) (← links)
• Shrinkage estimation in the two-way multivariate normal model (Q1816576) (← links)
• The extended Stein procedure for simultaneous model selection and parameter estimation (Q1822168) (← links)
• Simultaneous estimation of means of classified normal observations (Q2277694) (← links)
• Improved minimax estimation of a multivariate normal mean under heteroscedasticity (Q2345133) (← links)
• On truncation of multiparameter estimator in discrete exponential families (Q3308869) (← links)
• On the choice of co-ordinates in simultaneous estimation of normal means under misspecification of normal priors (Q3658921) (← links)
• Empirical bayes estimation of the mean in a multivariate normal distribution (Q3768195) (← links)
• An examination of distributed lag model coefficients estimated with smoothness priors (Q3800920) (← links)
• Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance (Q3834857) (← links)
• Robustness of the posterior mean in normal hierarchical models (Q4275732) (← links)
• A formal bayes multiple shrinkage estimator (Q4720573) (← links)
• Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean (Q4962437) (← links)