Pages that link to "Item:Q1223882"
From MaRDI portal
The following pages link to Tail minimaxity in location vector problems and its applications (Q1223882):
Displaying 14 items.
- An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
- Necessary conditions for dominating the James-Stein estimator (Q816598) (← links)
- A conversation with Larry Brown (Q819965) (← links)
- Lectures on the theory of estimation of many parameters (Q1076455) (← links)
- Asymptotic variance estimation in multivariate distributions (Q1175675) (← links)
- Minimax estimation of a multivariate normal mean under polynomial loss (Q1245538) (← links)
- Stein's idea and minimax admissible estimation of a multivariate normal mean (Q1421879) (← links)
- Minimax estimation with thresholding and its application to wavelet analysis (Q1781153) (← links)
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (Q2485991) (← links)
- A new class of minimax generalized Bayes estimators of a normal variance (Q2500642) (← links)
- SHRINKAGE EFFICIENCY BOUNDS (Q3450349) (← links)
- On simultaneous estimation of parametric functions in a contingency table (Q3685856) (← links)
- Some finite sample properties of generalized ridge regression estimators (Q3899344) (← links)
- Mean square error behavior for prediction in linear regression models (Q4728053) (← links)