Pages that link to "Item:Q1220768"

The following pages link to Minimax estimators of the mean of a multivariate normal distribution (Q1220768):

Displaying 50 items.

• On double \(k\)-class estimators of coefficients in linear regression (Q374946) (← links)
• Kernel methods in system identification, machine learning and function estimation: a survey (Q462325) (← links)
• Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
• The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions (Q908615) (← 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)
• A pre-test like estimator dominating the least-squares method (Q935439) (← links)
• A family of minimax estimators of a multivariate normal mean (Q1056172) (← links)
• An exact formula for the mean squared error of the inverse estimator in the linear calibration problem (Q1063355) (← links)
• On moments of ratios of quadratic forms in normal variables (Q1103298) (← links)
• Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (Q1124248) (← links)
• Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss (Q1138864) (← links)
• Contracting towards subspaces when estimating the mean of a multivariate normal distribution (Q1168670) (← links)
• Bayes minimax estimators of a multivariate normal mean (Q1176985) (← links)
• Minimax estimation of a multivariate normal mean under arbitrary quadratic loss (Q1231235) (← links)
• A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss (Q1235478) (← links)
• Minimax estimation of a multivariate normal mean under polynomial loss (Q1245538) (← links)
• On the inevitability of a paradox in shrinkage estimation for scale mixtures of normals. (Q1427796) (← links)
• The philosophical significance of Stein's paradox (Q1993539) (← links)
• On shrinkage estimators improving the positive part of James-Stein estimator (Q2063208) (← links)
• Improved minimax estimation of a multivariate normal mean under heteroscedasticity (Q2345133) (← links)
• James-Stein shrinkage to improve \(k\)-means cluster analysis (Q2445666) (← links)
• A new class of generalized Bayes minimax ridge regression estimators (Q2583418) (← links)
• A class of Stein-rules in multivariate regression model with structural changes (Q2791830) (← links)
• Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
• A note on Stein-type shrinkage estimator in partial linear models (Q3143498) (← links)
• SHRINKAGE EFFICIENCY BOUNDS (Q3450349) (← links)
• Limit expressions for the risk of james‐stein estimators (Q3657220) (← links)
• Effect of Sample Size on the Size of the Coefficient of Determination in Simple Linear Regression (Q3776423) (← links)
• A family of admissible minimax estimators of the mean of a multivariate, normal distribution (Q3793496) (← links)
• Controlled shrinkage estimators (a class of estimators better than the least squares estimator, with respect to a general quadratic loss, for normal observations (Q3823000) (← links)
• Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance (Q3834857) (← links)
• Generalized james-stein estimatoes (Q3966957) (← links)
• A note on estimating the common mean of k normal distributions and the stein problem (Q4176856) (← links)
• Simultaneous estimation of the multivariate normal mean under balanced loss function (Q4269918) (← links)
• Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances (Q4275816) (← links)
• Bias Estimation in Spline Regression (Q4298536) (← links)
• On finite-sample properties of adaptive least squares regression estimates (Q4324725) (← links)
• Computing the moments of a truncarted noncentral chi-square distribution (Q4355610) (← links)
• Computing the moments of a truncated noncentral chi-square distribution (Q4357254) (← links)
• Shriknage estimators with general quadratic loss and differentiable or paratially differentiable shrinkage function (Q4712981) (← links)
• Improved estimators with the weighted and compounded loss functions (Q4748973) (← links)
• Shrinkage Estimators for Prediction Out-of-Sample: Conditional Performance (Q4929186) (← links)
• Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean (Q4962437) (← links)
• Improving <i>K</i>-means method via shrinkage estimation and LVQ algorithm (Q5082771) (← links)
• More on Liu-Type Estimator in Linear Regression (Q5290380) (← links)
• Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function (Q5859257) (← links)
• On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function (Q6166522) (← links)
• Shrinkage efficiency bounds: An extension (Q6571735) (← links)
• On priors which give Bayes minimax estimators of Baranchik's form (Q6578497) (← links)