Pages that link to "Item:Q2388351"

The following pages link to Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351):

Displaying 25 items.

• Evaluating default priors with a generalization of Eaton's Markov chain (Q405509) (← links)
• A heterogeneous Bayesian regression model for cross-sectional data involving a single observation per response unit (Q418412) (← links)
• Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function (Q444985) (← links)
• Posterior propriety for hierarchical models with log-likelihoods that have norm bounds (Q516487) (← links)
• Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
• Evaluation of formal posterior distributions via Markov chain arguments (Q955148) (← links)
• Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance (Q957306) (← links)
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix (Q957309) (← links)
• Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) (← links)
• Proper Bayes minimax estimators of the normal mean matrix with common unknown variances (Q974508) (← links)
• Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793) (← links)
• Prior distributions for objective Bayesian analysis (Q1631565) (← links)
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
• Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix (Q2011522) (← links)
• An objective prior for hyperparameters in normal hierarchical models (Q2181721) (← links)
• Larry Brown's work on admissibility (Q2194581) (← links)
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
• Posterior property in nonparametric mixed effects model (Q2248263) (← links)
• Objective priors for the bivariate normal model (Q2426630) (← links)
• Methods for improvement in estimation of a normal mean matrix (Q2455466) (← links)
• Stein estimation for spherically symmetric distributions: recent developments (Q2634651) (← links)
• Summaries of three keynote lectures at the SAE – 2018 (Q5879976) (← links)
• A class of admissible estimators of multiple regression coefficient with an unknown variance (Q5880050) (← links)
• Posterior propriety of an objective prior for generalized hierarchical normal linear models (Q5880139) (← links)