The following pages link to (Q3237829):
Displaying 50 items.
- Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model (Q1126137) (← links)
- An extension of the method of maximum likelihood and the Stein's problem (Q1135064) (← links)
- Locally minimax test of the equality of two covariance matrices (Q1136179) (← links)
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss (Q1138864) (← links)
- An objective use of Bayesian models (Q1140373) (← links)
- Stein's positive part estimator and Bayes estimator (Q1146463) (← links)
- Admissible and minimax multiparameter estimation in exponential families (Q1149193) (← links)
- A simple motivation for James-Stein estimators (Q1181127) (← links)
- Estimating the variability of the Stein estimator by bootstrap (Q1184759) (← links)
- A sequence of improvements over the James-Stein estimator (Q1201136) (← links)
- Robust estimation of common regression coefficients under spherical symmetry (Q1206620) (← links)
- Bayesian inference in error-in-variables models (Q1213267) (← links)
- Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix (Q1214219) (← links)
- Biased versus unbiased estimation (Q1217576) (← 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 estimators of the multinormal mean: Autoregressive priors (Q1246218) (← links)
- Alternative derivations of some multivariate distributions (Q1256274) (← links)
- Minimax Bayes estimators of a multivariate normal mean (Q1259385) (← links)
- Stein estimation for non-normal spherically symmetric location families in three dimensions (Q1261297) (← links)
- On the characterization of Pitman measure of nearness (Q1263895) (← links)
- Estimation of clustered parameters (Q1298995) (← links)
- MSE performance of a heterogeneous pre-test estimator (Q1304086) (← links)
- An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression (Q1305258) (← links)
- Inadmissibility of the Stein-rule estimator under the balanced loss function (Q1305684) (← links)
- The maximum likelihood prior (Q1307089) (← links)
- The Kullback-Leibler risk of the Stein estimator and the conditional MLE (Q1336540) (← links)
- On the joint distribution of Studentized order statistics (Q1336552) (← links)
- Two-stage point estimation with a shrinkage stopping rule (Q1337186) (← links)
- Minimum mean squared error estimation of each individual coefficient in a linear regression model (Q1367670) (← links)
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean (Q1383921) (← links)
- On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance. (Q1417791) (← links)
- Stein's idea and minimax admissible estimation of a multivariate normal mean (Q1421879) (← links)
- PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. (Q1423165) (← 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)
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach (Q1568304) (← links)
- Pre-test double \(k\)-class estimators in linear regression (Q1577329) (← links)
- MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression (Q1582368) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- On solutions for global Stein optimization problems with applications (Q1600732) (← links)
- Simultaneous estimation of coefficients of variation (Q1600740) (← links)
- Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- Generalized estimating equations with stabilized working correlation structure (Q1658494) (← links)
- Estimating random-intercept models on data streams (Q1658738) (← links)
- A Stein-like estimator for linear panel data models (Q1668195) (← links)
- A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale (Q1679569) (← links)
