Pages that link to "Item:Q1227241"
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The following pages link to Combining independent normal mean estimation problems with unknown variances (Q1227241):
Displayed 13 items.
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators (Q1149714) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression (Q3316397) (← links)
- Sequential shrinkage estimation of independent normal means with unkown variances (Q3738423) (← links)
- Minimax estimation of independent normal means under a quadratic loss function with unknown weights (Q3768152) (← links)
- Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance (Q3834857) (← links)
- Shrinkage estimation of contemporaneous outliers in concurrent time serie (Q4337284) (← links)
- Shrinkage Estimators for Prediction Out-of-Sample: Conditional Performance (Q4929186) (← links)
- The relative performance of ensemble methods with deep convolutional neural networks for image classification (Q5036355) (← links)