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The following pages link to A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor? (Q1126152):

Displaying 18 items.

A unified and generalized set of shrinkage bounds on minimax Stein estimates (Q957307) (← links)
Estimation of a parameter vector when some components are restricted (Q1400140) (← links)
On the inevitability of a paradox in shrinkage estimation for scale mixtures of normals. (Q1427796) (← links)
Stein estimation -- a review (Q1567075) (← links)
Estimation of a parameter vector restricted to a cone (Q1612978) (← links)
Oracle inequalities for the stochastic differential equations (Q1656857) (← links)
On completeness of the general linear model with spherically symmetric errors (Q1731217) (← links)
Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
Improved estimation in a non-Gaussian parametric regression (Q1943992) (← links)
The philosophical significance of Stein's paradox (Q1993539) (← links)
Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss (Q2061464) (← links)
Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions (Q2342936) (← links)
Improved model selection method for a regression function with dependent noise (Q2457965) (← links)
Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
Estimation of a Loss Function for Spherically Symmetric Distribution with Constraints on the Norm (Q2787232) (← links)
Estimation of the mean of a spherically symmetric distribution with constraints on the norm (Q4521147) (← links)
New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss (Q5037789) (← links)
Improved robust model selection methods for a Lévy nonparametric regression in continuous time (Q5228594) (← links)