Pages that link to "Item:Q912512"
From MaRDI portal
The following pages link to An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (Q912512):
Displaying 13 items.
- Improved estimation under collinearity and squared error loss (Q581970) (← links)
- Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution (Q1293666) (← links)
- Estimation and inference with censored and ordered multinomial response data (Q1362054) (← links)
- Empirical Bayes estimates in exponential reliability model (Q1855990) (← links)
- Finite sample moments of a bootstrap estimator of the james-stein rule (Q4031296) (← links)
- Group adaptive stein estimation of normal means (Q4277748) (← links)
- A General Approach to Nonparametric Empirical Bayes Estimation (Q4337765) (← links)
- Bootstrapping estimators for the seemingly unrelated regressions model (Q4355602) (← links)
- Prior information in regression: to choose or not to choose? (Q4355611) (← links)
- An Empirical Bayes Stein-Type Estimator for Regression Parameters Under Linear Constraints (Q4375879) (← links)
- Linear. empirical bayes estimation in the case of the wishart distribution (Q4541746) (← links)
- Simultaneous selection and estimation for the some zeros family of normal models (Q4851423) (← links)
- Pre-Test type estimators for selection of simple normal models (Q4869573) (← links)
