The following pages link to (Q3237829):
Displaying 50 items.
- A note about the corrected VIF (Q1685228) (← links)
- Admissibility of linear estimators with respect to inequality constraints under some loss functions (Q1690586) (← links)
- From estimation to optimization via shrinkage (Q1728375) (← links)
- Multi-task learning improves ancestral state reconstruction (Q1734685) (← links)
- Accounting for estimation uncertainty and shrinkage in Bayesian within-subject intervals: a comment on Nathoo, Kilshaw, and Masson (2018) (Q1736022) (← links)
- Higher-order asymptotic theory of shrinkage estimation for general statistical models (Q1749993) (← links)
- Bayesian simultaneous estimation for means in \(k\)-sample problems (Q1755111) (← links)
- Matrix shrinkage of high-dimensional expectation vectors (Q1765615) (← links)
- Assessing the process capability index for non-normal processes (Q1765661) (← links)
- Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
- The interplay of Bayesian and frequentist analysis (Q1766315) (← links)
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation (Q1781152) (← links)
- Characterization of Bayes procedures for multiple endpoint problems and inadmissibility of the step-up procedure (Q1781155) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Modulation of estimators and confidence sets. (Q1807150) (← links)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
- Shrinkage estimators, Skorokhod's problem and stochastic integration by parts (Q1816574) (← links)
- Shrinkage estimation in the two-way multivariate normal model (Q1816576) (← links)
- Choice of hierarchical priors: Admissibility in estimation of normal means (Q1816965) (← links)
- On the existence of inferences which are consistent with a given model (Q1816982) (← links)
- Confidence sets centered at \(C_ p\)-estimators (Q1817404) (← links)
- The extended Stein procedure for simultaneous model selection and parameter estimation (Q1822168) (← links)
- Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function (Q1838788) (← links)
- Minimax estimation of location parameters for certain spherically symmetric distributions (Q1844521) (← links)
- On the sampling distribution of improved estimators for coefficients in linear regression (Q1845595) (← links)
- Local extremes, runs, strings and multiresolution. (With discussion) (Q1848854) (← links)
- The statistical work of Lucien Le Cam. (Q1848952) (← links)
- Exact distribution of a pre-test estimator for regression error variance when there are omitted variables. (Q1871321) (← links)
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated (Q1871693) (← links)
- Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions (Q1873110) (← links)
- John W. Tukey (1915--2000): His life and professional contributions (Q1873606) (← links)
- Simultaneous prediction of independent Poisson observables (Q1879973) (← links)
- Estimation strategies for the intercept vector in a simple linear multivariate normal regression model (Q1896072) (← links)
- Pitman nearness in statistical estimation. A panel discussion on recent developments (Q1896221) (← links)
- Combining two-parameter and principal component regression estimators (Q1926093) (← links)
- Shrinkage estimation with a matrix loss function (Q1950903) (← links)
- Fiducial theory and optimal inference (Q1952453) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- On the concepts of admissibility and coherence (Q1969424) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- The philosophical significance of Stein's paradox (Q1993539) (← links)
- Shrinkage estimation with singular priors and an application to small area estimation (Q2022554) (← links)
- Estimating a function of scale parameter of an exponential population with unknown location under general loss function (Q2029216) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- A hierarchical Bayes unit-level small area estimation model for normal mixture populations (Q2040671) (← links)
- Editorial: Memorial issue for Charles Stein (Q2054462) (← links)
- Charles Stein and invariance: beginning with the Hunt-Stein theorem (Q2054463) (← links)
- On Charles Stein's contributions to (in)admissibility (Q2054464) (← links)
- On extended admissible procedures and their nonstandard Bayes risk (Q2054475) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
