Pages that link to "Item:Q1201136"
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The following pages link to A sequence of improvements over the James-Stein estimator (Q1201136):
Displayed 12 items.
- Necessary conditions for dominating the James-Stein estimator (Q816598) (← links)
- Estimation of a normal variance -- a critical review (Q1269481) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Matrix shrinkage of high-dimensional expectation vectors (Q1765615) (← links)
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function (Q1903158) (← links)
- SHRINKAGE EFFICIENCY BOUNDS (Q3450349) (← links)
- Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation (Q4375880) (← links)
- Estimation Of A Multivariate Normal Mean Vector And Local Improvements (Q4763471) (← links)
- Improvements over the james-stein estimator: A risk analysis (Q4864196) (← links)
- (Q5043194) (← links)
- An Appreciation of Balanced Loss Functions Via Regret Loss (Q5249213) (← links)
- A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique (Q5860272) (← links)