Pages that link to "Item:Q4201518"
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The following pages link to Estimation of noncentrality parameters (Q4201518):
Displayed 16 items.
- Inference of non-centrality parameter of a truncated non-central chi-squared distribution (Q1015893) (← links)
- Double shrinkage estimation of ratio of scale parameters (Q1336547) (← links)
- Two-stage point estimation with a shrinkage stopping rule (Q1337186) (← links)
- Estimation of a non-centrality parameter under Stein-type-like losses (Q1567510) (← links)
- A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models (Q1678540) (← links)
- Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss (Q1973325) (← links)
- A robust effect size index (Q2195819) (← links)
- Consistency of Bayesian estimates for the sum of squared normal means with a normal prior (Q2257018) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- On estimating the non-centrality parameter of a chi-squared distribution (Q2518959) (← links)
- Shrinkage and modification techniques in estimation of variance and the related problems: A review (Q4240717) (← links)
- Refined normal approximations for the central and noncentral chi-square distributions and some applications (Q5095848) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)
- A conditional linear combination test with many weak instruments (Q6152636) (← links)
- An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices (Q6153989) (← links)
- Accurate confidence and Bayesian interval estimation for non-centrality parameters and effect size indices (Q6160326) (← links)