The following pages link to (Q3185327):
Displaying 50 items.
- Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899) (← links)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models (Q855244) (← links)
- James-Stein estimators for time series regression models (Q855910) (← links)
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← links)
- Optimal method in multiple regression with structural changes (Q888480) (← links)
- Further results on estimation of covariance matrix (Q893900) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- Expansions for multivariate densities (Q897638) (← links)
- Stein-rule least squares estimation: A heuristic for fallible data (Q899740) (← links)
- A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator (Q899840) (← links)
- Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression (Q899962) (← links)
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
- Shrinkage estimation in spatial autoregressive model (Q900819) (← links)
- Drift estimation with non-Gaussian noise using Malliavin calculus (Q902228) (← links)
- A conversation with James Hannan (Q903320) (← links)
- The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions (Q908615) (← links)
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (Q912512) (← links)
- A note on adaptive generalized ridge regression estimator (Q912547) (← links)
- Minimax estimation of means of multivariate normal mixtures (Q918603) (← links)
- Estimator models for combining vector estimators (Q920515) (← links)
- Estimation of the drift of fractional Brownian motion (Q923871) (← links)
- Estimation methods for the multivariate \(t\) distribution (Q925280) (← links)
- A pre-test like estimator dominating the least-squares method (Q935439) (← links)
- Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss (Q947252) (← links)
- Estimation of the exponential mean time to failure under a weighted balanced loss function (Q949430) (← links)
- Estimation of a mean vector under quartic loss (Q951042) (← links)
- Estimation, prediction and the Stein phenomenon under divergence loss (Q953855) (← links)
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus (Q955152) (← links)
- A unified and generalized set of shrinkage bounds on minimax Stein estimates (Q957307) (← links)
- Admissibility and minimaxity of Bayes estimators for a normal mean matrix (Q957309) (← links)
- Preliminary test estimators and phi-divergence measures in generalized linear models with binary data (Q957310) (← links)
- Minimax estimation of normal precisions via expansion estimators (Q958785) (← links)
- Comparisons of improved risk estimators of the multivariate mean vector (Q959169) (← links)
- Small area estimation with spatial similarity (Q962368) (← links)
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) (← links)
- Proper Bayes minimax estimators of the normal mean matrix with common unknown variances (Q974508) (← links)
- Estimation of the location parameter under LINEX loss function: Multivariate case (Q976957) (← links)
- Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging (Q985028) (← links)
- Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
- Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
- Improved estimation in multiple linear regression models with measurement error and general constraint (Q1002354) (← links)
- Improved estimation of the covariance matrix under Stein's loss (Q1009700) (← links)
- Minimum message length shrinkage estimation (Q1017808) (← links)
- An identity for multivariate elliptically contoured matrix distribution (Q1021772) (← links)
- Inference for multivariate normal mixtures (Q1021835) (← links)
- Structural equation modeling with near singular covariance matrices (Q1023844) (← links)
- An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior (Q1026370) (← links)
- Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model (Q1036777) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
