Pages that link to "Item:Q5120225"
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The following pages link to A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution (Q5120225):
Displaying 50 items.
- Minimax estimation of location parameters for certain spherically symmetric distributions (Q1844521) (← links)
- Exact distribution of a pre-test estimator for regression error variance when there are omitted variables. (Q1871321) (← links)
- Minimum mean-squared error estimation in linear regression with an inequality constraint (Q1973322) (← links)
- Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss (Q2061464) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- On homogeneous James-Stein type estimators (Q2081766) (← links)
- The Stein effect for Fréchet means (Q2112836) (← links)
- On shrinkage estimation of a spherically symmetric distribution for balanced loss functions (Q2237809) (← links)
- A note on classical Stein-type estimators in elliptically contoured models (Q2266890) (← links)
- On shrinkage estimation for balanced loss functions (Q2293387) (← links)
- Adaptive estimation strategies in gamma regression model (Q2301223) (← links)
- A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage (Q2322683) (← links)
- On predictive density estimation under \(\alpha\)-divergence loss (Q2322946) (← links)
- Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function (Q2336143) (← links)
- On improved shrinkage estimators for concave loss (Q2339556) (← links)
- MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated (Q2340390) (← links)
- Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions (Q2342936) (← links)
- A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
- James-Stein estimation problem for a multivariate normal random matrix and an improved estimator (Q2401292) (← links)
- SURE estimates under dependence and heteroscedasticity (Q2404405) (← links)
- Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior (Q2419159) (← links)
- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family (Q2482606) (← links)
- PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables (Q2493852) (← links)
- Stein-type estimation in logistic regression models based on minimum \(\phi\)-divergence estimators (Q2510609) (← links)
- Simultaneous estimation of \(p\) positive normal means with common unknown variance (Q2520521) (← links)
- Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions (Q2637375) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- Minimax estimation of independent normal means under a quadratic loss function with unknown weights (Q3768152) (← links)
- A family of admissible minimax estimators of the mean of a multivariate, normal distribution (Q3793496) (← links)
- On the minimaxiy of the maximum likelihood estimator in a multivariate problem (Q3805659) (← links)
- Constructing estimators of a mean vector through orthogonal reparametrization and differential equations (Q4541749) (← links)
- MSE performance of the weighted average estimators consisting of shrinkage estimators (Q4639110) (← links)
- Minimax estimation for certain independent component districutions under welghted squared error loss (Q4720525) (← links)
- A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model (Q4960663) (← links)
- PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (Q4960729) (← links)
- PMSE performance of two different types of preliminary test estimators under a multivariate <i>t</i> error term (Q5076902) (← links)
- Double shrunken selection operator (Q5086183) (← links)
- Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function (Q5859257) (← links)
- A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique (Q5860272) (← links)
- Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal (Q5861481) (← links)
- Stein-like 2SLS estimator (Q5864651) (← links)
- MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated (Q5866067) (← links)
- (Q5869083) (← links)
- Improved Stein-rule estimator for regression problems (Q5904330) (← links)
- MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms (Q5928228) (← links)
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)
- Fractionally-supervised classification (Q5964466) (← links)
- Data based loss estimation of the mean of a spherical distribution with a residual vector (Q6054655) (← links)
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models<sup>1</sup> (Q6064351) (← links)
- Bayesian optimality and intervals for Stein-type estimates (Q6543861) (← links)
