The following pages link to (Q3237829):
Displayed 50 items.
- Shrinkage structure in biased regression (Q151044) (← links)
- A minimax result related to Stein's effect (Q595285) (← links)
- Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
- On the comparison of the pre-test and shrinkage phi-divergence test estimators for the symmetry model of categorical data (Q609203) (← links)
- Efficiency of a Liu-type estimator in semiparametric regression models (Q609231) (← links)
- Pitman closeness for Stein-rule estimators of regression coefficients (Q689482) (← links)
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression (Q730726) (← links)
- Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (Q734400) (← links)
- Admissibility of MLE for simultaneous estimation in negative binomial problems (Q753318) (← links)
- Simultaneous estimation of parameters in exponential families (Q802240) (← links)
- An approach to improving the James-Stein estimator (Q809506) (← links)
- ASP fits to multi-way layouts (Q816369) (← links)
- Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information (Q816554) (← links)
- A conversation with Larry Brown (Q819965) (← links)
- A new biased estimator based on ridge estimation (Q840934) (← links)
- An alternative stochastic restricted Liu estimator in linear regression (Q840983) (← links)
- The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
- Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899) (← links)
- James-Stein estimators for time series regression models (Q855910) (← links)
- Adaptation over parametric families of symmetric linear estimators (Q866612) (← links)
- Completeness and unbiased estimation of mean vector in the multivariate group sequential case (Q873618) (← links)
- Locally minimax tests in symmetrical distributions (Q914300) (← links)
- Minimax estimation of means of multivariate normal mixtures (Q918603) (← links)
- Estimation of the drift of fractional Brownian motion (Q923871) (← links)
- A pre-test like estimator dominating the least-squares method (Q935439) (← links)
- Estimation, prediction and the Stein phenomenon under divergence loss (Q953855) (← links)
- Preliminary test estimators and phi-divergence measures in generalized linear models with binary data (Q957310) (← links)
- Minimax estimation of normal precisions via expansion estimators (Q958785) (← links)
- Shrinkage estimation in general linear models (Q961674) (← links)
- Using clustering to improve sales forecasts in retail merchandising (Q970165) (← links)
- Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model (Q976954) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout (Q995797) (← links)
- Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
- Improved estimation in multiple linear regression models with measurement error and general constraint (Q1002354) (← links)
- Robust constrained receding-horizon predictive control via bounded data uncertainties (Q1005186) (← links)
- Minimum message length shrinkage estimation (Q1017808) (← links)
- An identity for multivariate elliptically contoured matrix distribution (Q1021772) (← links)
- Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) (← links)
- Examples of estimation problems (Q1050045) (← links)
- Estimating the mean function of a Gaussian process and the Stein effect (Q1055133) (← links)
- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator (Q1063963) (← links)
- Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\) (Q1075707) (← links)
- Lectures on the theory of estimation of many parameters (Q1076455) (← links)
- On combining Stein estimation problems: An adaptive rule under classical criteria (Q1080580) (← links)
- Simultaneous estimation of location parameters of the distribution with finite support (Q1083153) (← links)
- Component risk in multiparameter estimation (Q1086944) (← links)
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (Q1124248) (← links)
- Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model (Q1126137) (← links)
- An extension of the method of maximum likelihood and the Stein's problem (Q1135064) (← links)