Pages that link to "Item:Q3969726"
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The following pages link to An explicit formula for the risk of James-Stein estimators (Q3969726):
Displaying 14 items.
- The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions (Q908615) (← links)
- An exact formula for the mean squared error of the inverse estimator in the linear calibration problem (Q1063355) (← links)
- A class of multiple shrinkage estimators (Q1207621) (← links)
- On the inevitability of a paradox in shrinkage estimation for scale mixtures of normals. (Q1427796) (← links)
- On the non-stochastic ordering of some quadratic forms (Q2006739) (← links)
- A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions (Q2266305) (← links)
- On sharper bounds for the risk of james-stein estimators (Q3727168) (← links)
- Effect of Sample Size on the Size of the Coefficient of Determination in Simple Linear Regression (Q3776423) (← links)
- An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator (Q3795041) (← links)
- Simultaneous estimation of the multivariate normal mean under balanced loss function (Q4269918) (← links)
- James-stein estimation with constraints on the norm (Q4275851) (← links)
- On moments of beta mixtures,the noncentral beta distribution,and the coefficient of determination (Q4365863) (← links)
- An Empirical Bayes Stein-Type Estimator for Regression Parameters Under Linear Constraints (Q4375879) (← links)
- Recurrence relations for noncentral density, distribution functions and inverse moments (Q4869591) (← links)
