The following pages link to (Q3971891):
Displaying 10 items.
- Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution (Q844874) (← links)
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793) (← links)
- Improved loss estimation for a normal mean matrix (Q1755127) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- Weighted shrinkage estimators of normal mean matrices and dominance properties (Q2111070) (← links)
- A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
- Methods for improvement in estimation of a normal mean matrix (Q2455466) (← links)
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices (Q2676905) (← links)
- Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function (Q5162885) (← links)
- Bayesian shrinkage wavelet estimation of mean matrix of the matrix variate normal distribution with application in de-noising (Q6659748) (← links)
