Pages that link to "Item:Q1231235"

The following pages link to Minimax estimation of a multivariate normal mean under arbitrary quadratic loss (Q1231235):

Displaying 16 items.

• Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
• Efficient shrinkage in parametric models (Q894642) (← links)
• Adaptive variance function estimation in heteroscedastic nonparametric regression (Q955129) (← links)
• Estimating the mean function of a Gaussian process and the Stein effect (Q1055133) (← links)
• Stein estimation under elliptical distributions (Q1117641) (← links)
• Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators (Q1149714) (← links)
• Contracting towards subspaces when estimating the mean of a multivariate normal distribution (Q1168670) (← links)
• Minimax estimation of a multivariate normal mean under polynomial loss (Q1245538) (← links)
• Minimax estimators for a multinormal precision matrix (Q1255738) (← links)
• OCReP: an optimally conditioned regularization for pseudoinversion based neural training (Q1669179) (← links)
• Automated data-driven selection of the hyperparameters for total-variation-based texture segmentation (Q2051545) (← links)
• A note on Stein-type shrinkage estimator in partial linear models (Q3143498) (← links)
• Minimax estimation of independent normal means under a quadratic loss function with unknown weights (Q3768152) (← links)
• Multiparameter estimation of discrete exponential distributions (Q3925698) (← links)
• Robustness of the posterior mean in normal hierarchical models (Q4275732) (← links)
• Shriknage estimators with general quadratic loss and differentiable or paratially differentiable shrinkage function (Q4712981) (← links)