Pages that link to "Item:Q5307687"

The following pages link to Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis (Q5307687):

Displaying 14 items.

• James-Stein type estimators of variances (Q413774) (← links)
• Robust semiparametric optimal testing procedure for multiple normal means (Q454816) (← links)
• Applying shrinkage variance estimators to the TOST test in high dimensional settings (Q461681) (← links)
• Nonparametric estimation of genewise variance for microarray data (Q605925) (← links)
• Joint adaptive mean-variance regularization and variance stabilization of high dimensional data (Q693237) (← links)
• Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data (Q900797) (← links)
• A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
• Bias-Corrected Diagonal Discriminant Rules for High-Dimensional Classification (Q3076039) (← links)
• Empirical Bayes Confidence Intervals Shrinking Both Means and Variances (Q3551041) (← links)
• A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions (Q5055168) (← links)
• Inconsistency transmission and variance reduction in two-stage quantile regression (Q5088023) (← links)
• Estimating the proportion of true null hypotheses using the pattern of observed<i>p</i>-values (Q5129086) (← links)
• Shrinkage‐based Diagonal Discriminant Analysis and Its Applications in High‐Dimensional Data (Q5850946) (← links)
• Regularized t$$ t $$ distribution: definition, properties, and applications (Q6140343) (← links)