The following pages link to (Q3185327):
Displaying 50 items.
- Estimation of the mean vector in a singular multivariate normal distribution (Q495383) (← links)
- Posterior propriety for hierarchical models with log-likelihoods that have norm bounds (Q516487) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Estimating intrinsic and extrinsic noise from single-cell gene expression measurements (Q523919) (← links)
- On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
- Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) (← links)
- Performance of the empirical Bayes estimator for fixed parameters (Q537453) (← links)
- Improved ANOVAE of the covariance matrix in general linear mixed models (Q545463) (← links)
- Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance (Q549918) (← links)
- All admissible linear estimators of a regression coefficient under a balanced loss function (Q550174) (← links)
- Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
- A constrained linear estimator for multiple regression (Q603168) (← links)
- Shrinkage strategy in stratified random sample subject to measurement error (Q625026) (← links)
- Admissibilities of linear estimator in a class of linear models with a multivariate \(t\) error variable (Q625824) (← links)
- Empirical Bayes predictive densities for high-dimensional normal models (Q634558) (← links)
- Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances (Q643304) (← links)
- Shrinkage and variable selection by polytopes (Q643373) (← links)
- A new estimator of covariance matrix (Q645623) (← links)
- A geometric analysis of when fixed weighting schemes will outperform ordinary least squares (Q658144) (← links)
- Statistical procedures based on signed ranks in \(k\) samples with unequal variances (Q688345) (← links)
- Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
- Mean squared error of James-Stein estimators for measurement error models (Q712547) (← links)
- An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
- On the maximum likelihood estimation of a covariance matrix (Q722606) (← links)
- Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes (Q730432) (← links)
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression (Q730726) (← links)
- The jigsaw puzzle of sequence phenotype inference: piecing together Shannon entropy, importance sampling, and empirical Bayes (Q739234) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Order selection in finite mixtures of linear regressions (Q744818) (← links)
- Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111) (← links)
- Admissibility of MLE for simultaneous estimation in negative binomial problems (Q753318) (← links)
- On estimation of a matrix of normal means with unknown covariance matrix (Q753347) (← links)
- A family of dominating minimax estimators of a multivariate normal mean (Q760104) (← links)
- Accurate Bayesian data classification without hyperparameter cross-validation (Q779035) (← links)
- Construction of improved estimators in multiparameter estimation for continuous exponential families (Q792046) (← links)
- Admissibility of some preliminary test estimators for the mean of normal distribution (Q802228) (← links)
- Simultaneous estimation of parameters in exponential families (Q802240) (← links)
- An approach to improving the James-Stein estimator (Q809506) (← links)
- ASP fits to multi-way layouts (Q816369) (← links)
- Necessary conditions for dominating the James-Stein estimator (Q816598) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- A conversation with Larry Brown (Q819965) (← links)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- Estimating structural equation models using James-Stein type shrinkage estimators (Q823861) (← links)
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term (Q825319) (← links)
- An integrated framework for visualizing and forecasting realized covariance matrices (Q825351) (← links)
- A Gaussian sequence approach for proving minimaxity: a review (Q826979) (← links)
- A nonparametric empirical Bayes approach to large-scale multivariate regression (Q830438) (← links)
- High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator (Q840802) (← links)
- Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution (Q844874) (← links)
