The following pages link to (Q3185327):
Displaying 50 items.
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Two modeling strategies for empirical Bayes estimation (Q257697) (← links)
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454) (← links)
- Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint (Q286265) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Stein estimation of the intensity of a spatial homogeneous Poisson point process (Q303954) (← links)
- A novel hybrid dimension reduction technique for undersized high dimensional gene expression data sets using information complexity criterion for cancer classification (Q308795) (← links)
- Multivariate control charts based on the James-Stein estimator (Q319730) (← links)
- A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
- Simultaneous estimation of restricted means via the Gauss divergence theorem (Q354206) (← links)
- The approximate distribution function of the Stein-rule estimator (Q356652) (← links)
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878) (← links)
- The bias and risk functions of some Stein-rules in elliptically contoured distributions (Q359395) (← links)
- Remarks on parameter estimation for the drift of fractional Brownian sheet (Q361246) (← links)
- A dual estimator as a tool for solving regression problems (Q367221) (← links)
- Pre-test estimation under squared error loss (Q374780) (← links)
- On assessing the precision of Stein's estimator (Q375106) (← links)
- Groups acting on Gaussian graphical models (Q385776) (← links)
- Competing process hazard function models for player ratings in ice hockey (Q386737) (← links)
- Bayesian regression based on principal components for high-dimensional data (Q391598) (← links)
- A ridge regression estimation approach to the measurement error model (Q391912) (← links)
- Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096) (← links)
- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances (Q394450) (← links)
- Bayes minimax estimation of the multivariate normal mean vector under balanced loss function (Q395975) (← links)
- Evaluating default priors with a generalization of Eaton's Markov chain (Q405509) (← links)
- Implications of the Cressie-Read family of additive divergences for information recovery (Q406232) (← links)
- James-Stein type estimators of variances (Q413774) (← links)
- A unified minimax result for restricted parameter spaces (Q418243) (← links)
- Estimating the ratio of two scale parameters: a simple approach (Q421407) (← links)
- A note on loss estimation (Q429211) (← links)
- Improving the estimators of the parameters of a probit regression model: a ridge regression approach (Q434542) (← links)
- Estimating random effects via adjustment for density maximization (Q449828) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses (Q450850) (← links)
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance (Q451426) (← links)
- Hierarchical multilinear models for multiway data (Q452625) (← links)
- On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (Q458639) (← links)
- Hunting for significance: Bayesian classifiers under a mixture loss function (Q460651) (← links)
- Kernel methods in system identification, machine learning and function estimation: a survey (Q462325) (← links)
- Shrinkage estimation for the mean of the inverse Gaussian population (Q464392) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)