Pages that link to "Item:Q1117641"
From MaRDI portal
The following pages link to Stein estimation under elliptical distributions (Q1117641):
Displaying 25 items.
- The bias and risk functions of some Stein-rules in elliptically contoured distributions (Q359395) (← links)
- Simple regression in view of elliptical models (Q445829) (← links)
- Preliminary test and Stein estimations in simultaneous linear equations (Q665940) (← links)
- Dominating estimators for minimum-variance portfolios (Q737248) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Highest predictive density estimator in regression models (Q1194032) (← links)
- Stein estimation for non-normal spherically symmetric location families in three dimensions (Q1261297) (← links)
- Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
- Improving on the mle of a bounded location parameter for spherical distributions (Q1765612) (← links)
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
- On estimation in multivariate linear calibration with elliptical errors (Q1881410) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- Relaxing the Gaussian assumption in shrinkage and SURE in high dimension (Q2105194) (← links)
- A note on classical Stein-type estimators in elliptically contoured models (Q2266890) (← links)
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
- Stein estimation for spherically symmetric distributions: recent developments (Q2634651) (← links)
- Estimation of parameters of parallelism model with elliptically distributed errors (Q2655283) (← links)
- Shrinkage Estimation Under Multivariate Elliptic Models (Q2839070) (← links)
- Regression model with elliptically contoured errors (Q2863105) (← links)
- A note on Stein-type shrinkage estimator in partial linear models (Q3143498) (← links)
- A Note on the Comparison of the Stein Estimator and the James-Stein Estimator (Q3458076) (← links)
- Stein type estimators for regression coefficients in a multivariate linear model under elliptical distributions (Q3976292) (← links)
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution (Q5929502) (← links)
- Constructing models for spherical and elliptical densities (Q6547787) (← links)
- A weighted average limited information maximum likelihood estimator (Q6581289) (← links)