Pages that link to "Item:Q5627498"
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The following pages link to Proper Bayes Minimax Estimators of the Multivariate Normal Mean (Q5627498):
Displaying 50 items.
- Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction (Q333991) (← links)
- Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification (Q334051) (← links)
- Bayes minimax estimation of the multivariate normal mean vector under balanced loss function (Q395975) (← links)
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107) (← links)
- Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance (Q549918) (← links)
- Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
- Computation of reference Bayesian inference for variance components in longitudinal studies (Q626239) (← links)
- Empirical Bayes predictive densities for high-dimensional normal models (Q634558) (← links)
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- Criteria for Bayesian model choice with application to variable selection (Q693737) (← links)
- A family of dominating minimax estimators of a multivariate normal mean (Q760104) (← links)
- Trimmed estimates in simultaneous estimation of parameters in exponential families (Q796194) (← links)
- Simultaneous estimation of parameters in exponential families (Q802240) (← links)
- An approach to improving the James-Stein estimator (Q809506) (← links)
- A conversation with Larry Brown (Q819965) (← links)
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (Q912512) (← links)
- Estimators with nondecreasing risk: Application of a chi-squared identity (Q913389) (← links)
- Admissible predictive density estimation (Q930650) (← links)
- A pre-test like estimator dominating the least-squares method (Q935439) (← links)
- Estimation, prediction and the Stein phenomenon under divergence loss (Q953855) (← links)
- Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance (Q957306) (← links)
- Admissibility and minimaxity of Bayes estimators for a normal mean matrix (Q957309) (← links)
- Shrinkage estimation in general linear models (Q961674) (← links)
- Proper Bayes minimax estimators of the normal mean matrix with common unknown variances (Q974508) (← links)
- A note on the existence of the posteriors for one-way random effect probit models (Q1044015) (← links)
- A class of modified Stein estimators with easily computable risk functions (Q1052776) (← links)
- A family of minimax estimators of a multivariate normal mean (Q1056172) (← links)
- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator (Q1063963) (← links)
- On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost (Q1094769) (← links)
- Dominance of the positive-part version of the James-Stein estimator (Q1108715) (← links)
- Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems (Q1116232) (← links)
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss (Q1138864) (← links)
- Stein's positive part estimator and Bayes estimator (Q1146463) (← links)
- Admissible and minimax multiparameter estimation in exponential families (Q1149193) (← links)
- Ignorance prior distribution of a hyperparameter and Stein's estimator (Q1149706) (← links)
- Bayes minimax estimation of multiple Poisson parameters (Q1157848) (← links)
- Bayes minimax estimators of a multivariate normal mean (Q1176985) (← links)
- Asymptotic optimality of hierarchical Bayes estimators and predictors (Q1193955) (← links)
- Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix (Q1214219) (← links)
- Minimax estimation of a multivariate normal mean under arbitrary quadratic loss (Q1231235) (← links)
- A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss (Q1235478) (← links)
- Minimax estimation of a multivariate normal mean under polynomial loss (Q1245538) (← links)
- Minimax Bayes estimators of a multivariate normal mean (Q1259385) (← links)
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean (Q1383921) (← links)
- Stein's idea and minimax admissible estimation of a multivariate normal mean (Q1421879) (← links)
- Set-induced minimax estimators for a multivariate normal mean. (Q1427797) (← links)
- Compound decision theory and empirical Bayes methods (Q1429309) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Estimation of a non-centrality parameter under Stein-type-like losses (Q1567510) (← links)
- Estimation of a parameter vector restricted to a cone (Q1612978) (← links)
