Pages that link to "Item:Q1036797"

The following pages link to On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix (Q1036797):

Displaying 13 items.

• James-Stein type estimators of variances (Q413774) (← links)
• Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter (Q830719) (← links)
• The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← links)
• Estimation, prediction and the Stein phenomenon under divergence loss (Q953855) (← links)
• A class of multiple shrinkage estimators (Q1207621) (← links)
• On the Stein effect under density power divergence loss (Q2008629) (← links)
• A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function (Q2135039) (← links)
• Density prediction and the Stein phenomenon (Q2206751) (← links)
• Hierarchical empirical Bayes estimation of two sample means under divergence loss (Q2316969) (← links)
• Semiparametric Stein estimators (Q2510703) (← links)
• A Note on the Comparison of the Stein Estimator and the James-Stein Estimator (Q3458076) (← links)
• Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function (Q5162885) (← links)