The following pages link to Sequential shrinkage estimation (Q1099912):
Displaying 19 items.
- Two-stage sequential estimation of a multivariate normal mean under quadratic loss (Q1074996) (← links)
- Dominance of the positive-part version of the James-Stein estimator (Q1108715) (← links)
- Inadmissibility of the uncombined two-stage estimator when additional samples are available (Q1117618) (← links)
- Improving on two-stage estimators for scale families (Q1118283) (← links)
- Two-stage point estimation with a shrinkage stopping rule (Q1337186) (← links)
- Pitman nearness in statistical estimation. A panel discussion on recent developments (Q1896221) (← links)
- Accelerated sequential shrinkage estimation (Q1962792) (← links)
- Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data (Q2321986) (← links)
- Empirical Bayes estimates for a two-way cross-classified model (Q2413606) (← links)
- Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance (Q3155711) (← links)
- On the pitman closeness of some sequential estimators (Q3210731) (← links)
- (Q3489218) (← links)
- Sequential shrinkage estimation of independent normal means with unkown variances (Q3738423) (← links)
- Sequential shrinkage estimation of the difference between two multivariate normal means (Q3771446) (← links)
- Sequential shrinkage estimation of linear regression parameters (Q3780313) (← links)
- Sequential shrinkage estimation in the general linear model (Q3795102) (← links)
- The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution (Q4240732) (← links)
- Two-stage james-stein estimators of the mean based on prior knowledge (Q4337060) (← links)
- A. P. O. rules in hierarchical and empirical bayes models (Q4730636) (← links)
