The following pages link to (Q4705313):
Displaying 13 items.
- General dominance properties of double shrinkage estimators for ratio of positive parameters (Q389317) (← links)
- Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
- Characterizing angular symmetry and regression symmetry. (Q1429884) (← links)
- Robustness of deepest regression (Q1570291) (← links)
- The deepest regression method (Q1604624) (← links)
- Finite sample tail behavior of multivariate location estimators (Q1810709) (← links)
- Bayesian and likelihood-based inference for the bivariate normal correlation coefficient (Q2270263) (← links)
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (Q2455735) (← links)
- On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint (Q2485974) (← links)
- Noninformative priors for the common mean in the bivariate normal distribution (Q2510645) (← links)
- Non-informative priors for the common mean in the one-way random effects model with heterogeneous error variances (Q2511567) (← links)
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution (Q5929502) (← links)
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)
