The following pages link to (Q5326924):
Displayed 37 items.
- Decision-theoretic issues in heterogeneity variance estimation (Q287526) (← links)
- Simultaneous estimation of restricted means via the Gauss divergence theorem (Q354206) (← links)
- Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss (Q369395) (← links)
- Minimaxity in predictive density estimation with parametric constraints (Q391561) (← links)
- Dynamic treatment regimes: technical challenges and applications (Q405345) (← links)
- A unified minimax result for restricted parameter spaces (Q418243) (← links)
- Bayesian and robust Bayesian analysis under a general class of balanced loss functions (Q434398) (← links)
- Truncated linear estimation of a bounded multivariate normal mean (Q447626) (← links)
- On predictive density estimation for gamma models with parametric constraints (Q514186) (← links)
- Non-minimaxity of linear combinations of restricted location estimators and related problems (Q630948) (← links)
- A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators (Q634559) (← links)
- Methods for improving estimators of truncated circular parameters (Q726749) (← links)
- Estimating a bounded parameter for symmetric distributions (Q734415) (← links)
- Minimax estimation of a restricted mean for a one-parameter exponential family (Q830686) (← links)
- On predictive density estimation for location families under integrated squared error loss (Q893168) (← links)
- On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means (Q968490) (← links)
- On predictive density estimation with additional information (Q1711575) (← links)
- Self-consistent confidence sets and tests of composite hypotheses applicable to restricted parameters (Q1715519) (← links)
- Bayesian improvements of a MRE estimator of a bounded location parameter (Q1952236) (← links)
- On discrete priors and sparse minimax optimal predictive densities (Q2044351) (← links)
- Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss (Q2061464) (← links)
- Minimax estimation of the common variance and precision of two normal populations with ordered restricted means (Q2066494) (← links)
- The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number (Q2066702) (← links)
- The Stein effect for Fréchet means (Q2112836) (← links)
- Semiparametrically efficient estimation of Euclidean parameters under equality constraints (Q2317299) (← links)
- A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage (Q2322683) (← links)
- Estimation of the order restricted scale parameters for two populations from the Lomax distribution (Q2397322) (← links)
- Minimax estimation of a bounded parameter of a discrete distribution (Q2489863) (← links)
- Stein estimation for spherically symmetric distributions: recent developments (Q2634651) (← links)
- Loss functions in restricted parameter spaces and their Bayesian applications (Q5034175) (← links)
- Bayesian predictive distribution for a Poisson model with a parametric restriction (Q5077256) (← links)
- Quantile estimation for a progressively censored exponential distribution (Q5077471) (← links)
- On Bayes minimax estimators for a normal mean with an uncertain constraint<sup>†</sup> (Q5078491) (← links)
- Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal (Q5861481) (← links)
- The \(p\)-value interpreted as the posterior probability of explaining the data: applications to multiple testing and to restricted parameter spaces (Q6123498) (← links)
- Bayesian inference and prediction for mean-mixtures of normal distributions (Q6135073) (← links)
- Predictive density estimators with integrated \(L_1\) loss (Q6168117) (← links)