Pages that link to "Item:Q1168655"

The following pages link to Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases (Q1168655):

Displaying 45 items.

• Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454) (← links)
• Parametric Stein operators and variance bounds (Q292931) (← links)
• Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators (Q578776) (← links)
• Simultaneous estimation of negative binomial dispersion parameters (Q645412) (← links)
• Admissibility of MLE for simultaneous estimation in negative binomial problems (Q753318) (← links)
• Trimmed estimates in simultaneous estimation of parameters in exponential families (Q796194) (← links)
• Simultaneous estimation of parameters in exponential families (Q802240) (← links)
• Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models (Q864277) (← links)
• Estimating the parameter of the population selected from discrete exponential family (Q930081) (← links)
• Simultaneous estimation of Poisson means of the selected subset (Q989261) (← links)
• Bayes admissible estimation of the means in Poisson decomposable graphical models (Q998986) (← links)
• Examples of estimation problems (Q1050045) (← links)
• Multiparameter estimation for some multivariate discrete distributions with possibly dependent components (Q1073476) (← links)
• Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\) (Q1075707) (← links)
• Simultaneous estimation of parameters under entropy loss (Q1086927) (← links)
• Stein estimation -- a review (Q1567075) (← links)
• Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility (Q1807165) (← links)
• Single observation unbiased priors (Q1873599) (← links)
• Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases (Q1892112) (← links)
• Bounded risk conditions in simultaneous estimation of independent Poisson means (Q1907639) (← links)
• A note on sequential estimation of the size of a population under a general loss function (Q1974083) (← links)
• Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes (Q2032325) (← links)
• Simultaneous estimation of Poisson means in two-way contingency tables under normalized squared error loss (Q2103278) (← links)
• Degrees of freedom for off-the-grid sparse estimation (Q2137058) (← links)
• Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples (Q2166018) (← links)
• Bayesian shrinkage estimation of negative multinomial parameter vectors (Q2196138) (← links)
• On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities (Q2241516) (← links)
• Multivariate estimation of Poisson parameters (Q2293381) (← links)
• Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes (Q2303489) (← links)
• The degrees of freedom of partly smooth regularizers (Q2409395) (← links)
• Least Squares Estimation Without Priors or Supervision (Q3083630) (← links)
• Compromise between generalized bayes and bayes estimators of poisson means under entropy loss (Q3135277) (← links)
• Moment identity for discrete random variable and its applications (Q3143504) (← links)
• Average worth estimation of the selected subset of Poisson populations (Q3143509) (← links)
• Inference from Multinomial Data Based on a MLE-Dominance Criterion (Q3638135) (← links)
• Some limitation on stein's phenomenon (Q3740012) (← links)
• An empirical bayes estimate of multinomial probabilities (Q3740810) (← links)
• On estmation of poisson lovits (Q3740822) (← links)
• Multiparameter estimation in truncated power series distributions under the stein's loss (Q3978039) (← links)
• Simultaneous estimation of the hardy-weinberg proportions (Q4024614) (← links)
• Expectation identity for the binomial distribution and its application in the calculations of high-order binomial moments (Q5077912) (← links)
• New types of shrinkage estimators of Poisson means under the normalized squared error loss (Q5078401) (← links)
• A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique (Q5860272) (← links)
• Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments (Q6099137) (← links)
• Bayesian shrinkage estimation for stratified count data (Q6578503) (← links)