Pages that link to "Item:Q2634658"
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The following pages link to Shrinkage estimation in multilevel normal models (Q2634658):
Displaying 9 items.
- Posterior propriety for hierarchical models with log-likelihoods that have norm bounds (Q516487) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Estimating random-intercept models on data streams (Q1658738) (← links)
- An objective prior for hyperparameters in normal hierarchical models (Q2181721) (← links)
- Prediction and calibration for multiple correlated variables (Q2274948) (← links)
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity (Q2345133) (← links)
- Online estimation of individual-level effects using streaming shrinkage factors (Q2416768) (← links)
- Robust and Accurate Inference via a Mixture of Gaussian and Student’s <i>t</i> Errors (Q3391251) (← links)
- Data transforming augmentation for heteroscedastic models (Q5066014) (← links)