Pages that link to "Item:Q1065468"
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The following pages link to Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions (Q1065468):
Displaying 45 items.
- Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction (Q333991) (← links)
- Possibility distributions: a unified representation of usual direct-probability-based parameter estimation methods (Q433502) (← links)
- Improved estimators for the common means of two normal distributions with ordered variances (Q447630) (← links)
- Stochastic ordering and Schur-convex functions in comparison of linear experiments (Q583752) (← links)
- Median loss decision theory (Q607165) (← links)
- Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
- Shape optimal design criterion in linear models (Q745289) (← links)
- Universal estimators of a vector parameter (Q791240) (← links)
- Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator (Q1121606) (← links)
- Optimality of the least squares estimator (Q1122908) (← links)
- A note on universal admissibility of scale parameter estimators (Q1130340) (← links)
- Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator (Q1193394) (← links)
- On the characterization of Pitman measure of nearness (Q1263895) (← links)
- Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries (Q1324578) (← links)
- Confidence interval estimation of population means subject to order restrictions using resampling procedures (Q1359729) (← links)
- Simultaneous estimation in a restricted linear model (Q1364667) (← links)
- On estimation of the common mean of \(k\;(\geq 2)\) normal populations with order restricted variances (Q1382223) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Estimation of two order restricted normal means with unknown and possibly unequal variances (Q1772678) (← links)
- Pitman's measure of closeness for symmetric stable distributions (Q1801887) (← links)
- Improved confidence sets of spherically symmetric distributions (Q1823582) (← links)
- A maximal extension of the Gauss-Markov theorem and its nonlinear version. (Q1867133) (← links)
- On intra-class correlation coefficient estimation (Q1884791) (← links)
- Universal inadmissibility of least squares estimator (Q1969722) (← links)
- Optimal substitution of arguments of an arrangement increasing function based on sufficient statistics for parameter-arguments (Q2016267) (← links)
- A note on stochastic domination for discrete exponential families (Q2018632) (← links)
- Universal admissibility in second order asymptotics (Q2390451) (← links)
- Stochastic domination in predictive density estimation for ordered normal means under \(\alpha\)-divergence loss (Q2451612) (← links)
- On a class of improved estimators of variance and estimation under order restriction (Q2495828) (← links)
- Estimating the center of symmetry: is it always better to use larger sample sizes? (Q2507884) (← links)
- Universal Domination and Stochastic Domination—an Improved lower Bound for the Dimensionality (Q2873923) (← links)
- Efficiency of linear estimators under heavy-tailedness: convolutions of alpha-symmetric distri\-butions (Q2886956) (← links)
- Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables (Q2890092) (← links)
- Comparison of estimators of the location parameter using pitman's closeness criterion (Q3135539) (← links)
- some properties of posterior pitman closeness (Q3135546) (← links)
- Pitman closeness for hierarchical bayes predictors in mixed linear models (Q3135547) (← links)
- Universal domination of stein-type estimators (Q3753246) (← links)
- On the maximum likelihood estimator under order restrictions in uniform probability models (Q4269941) (← links)
- A class of closeness criteria (Q4541750) (← links)
- Robust estimation of location in samples of size three (Q4720549) (← links)
- Reduction of risk using restricted estimators (Q4843871) (← links)
- Shrinkage estimation of a correlation coefficient and two examples with real life data-sets (Q4942506) (← links)
- (Q5066200) (← links)
- On the coefficient of multiple determination in a linear regression model (Q5123751) (← links)
- Comparison of normal variance estimators under multiple criteria and towards a compromise estimator (Q5697318) (← links)
