Pages that link to "Item:Q2455466"
From MaRDI portal
The following pages link to Methods for improvement in estimation of a normal mean matrix (Q2455466):
Displaying 12 items.
- A new estimator of covariance matrix (Q645623) (← links)
- Further results on estimation of covariance matrix (Q893900) (← links)
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793) (← links)
- A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
- Improved loss estimation for a normal mean matrix (Q1755127) (← links)
- Shrinkage estimation with a matrix loss function (Q1950903) (← links)
- Weighted shrinkage estimators of normal mean matrices and dominance properties (Q2111070) (← links)
- The Stein effect for Fréchet means (Q2112836) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
- James-Stein estimation problem for a multivariate normal random matrix and an improved estimator (Q2401292) (← links)
- Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability (Q5220885) (← links)
