Pages that link to "Item:Q1223884"

The following pages link to Families of minimax estimators of the mean of a multivariate normal distribution (Q1223884):

Displaying 50 items.

• On double \(k\)-class estimators of coefficients in linear regression (Q374946) (← links)
• Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
• Minimax estimator of regression coefficient in normal distribution under balanced loss function (Q665945) (← links)
• An empirical Bayes procedure for the selection of Gaussian graphical models (Q693346) (← links)
• Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
• Trimmed estimates in simultaneous estimation of parameters in exponential families (Q796194) (← links)
• Necessary conditions for dominating the James-Stein estimator (Q816598) (← links)
• The linear minimax estimator of stochastic regression coefficients and parameters under quadrat\-ic loss function (Q870319) (← links)
• Estimation of error variance in ANOVA model and order restricted scale parameters (Q870491) (← links)
• The minimax estimator of stochastic regression coefficients and parameters in the class of all estimators (Q884925) (← links)
• Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance (Q957306) (← links)
• Consistent nonnegative estimates of variance components (Q966515) (← links)
• An extended class of minimax generalized Bayes estimators of regression coefficients (Q1036778) (← links)
• A class of modified Stein estimators with easily computable risk functions (Q1052776) (← links)
• A family of minimax estimators of a multivariate normal mean (Q1056172) (← links)
• Improved estimation in lognormal regression models (Q1099910) (← links)
• Dominance of the positive-part version of the James-Stein estimator (Q1108715) (← links)
• Admissible and minimax multiparameter estimation in exponential families (Q1149193) (← links)
• Improving on MLE of coefficient matrix in a growth curve model (Q1194013) (← links)
• Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean (Q1206654) (← links)
• Minimax estimation of a multivariate normal mean under polynomial loss (Q1245538) (← links)
• Minimax estimators for a multinormal precision matrix (Q1255738) (← links)
• Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations (Q1330206) (← links)
• A unified and broadened class of admissible minimax estimators of a multivariate normal mean (Q1383921) (← links)
• Stein's idea and minimax admissible estimation of a multivariate normal mean (Q1421879) (← links)
• A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale (Q1679569) (← links)
• Bayesian simultaneous estimation for means in \(k\)-sample problems (Q1755111) (← links)
• Minimax estimators in the normal MANOVA model (Q1824965) (← links)
• Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function (Q1838788) (← links)
• Some modifications of improved estimators of a normal variance (Q1901676) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Shrinkage estimation for multivariate time series (Q2243561) (← links)
• Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
• Hierarchical empirical Bayes estimation of two sample means under divergence loss (Q2316969) (← links)
• Bayes minimax competitors of preliminary test estimators in \(k\) sample problems (Q2329832) (← links)
• Empirical Bayes regression analysis with many regressors but fewer observations (Q2382899) (← links)
• James-Stein estimation problem for a multivariate normal random matrix and an improved estimator (Q2401292) (← links)
• Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (Q2455735) (← links)
• Semiparametric Stein estimators (Q2510703) (← links)
• A new class of generalized Bayes minimax ridge regression estimators (Q2583418) (← links)
• Shrinkage estimation in multilevel normal models (Q2634658) (← links)
• Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity (Q3155370) (← links)
• Estimation in noncentral distributions (Q3321224) (← links)
• Heuristic Procedures for Simultaneous Estimation of Several Normal Means (Q3415873) (← links)
• SHRINKAGE EFFICIENCY BOUNDS (Q3450349) (← links)
• ESTIMATION OF OPTIMAL PORTFOLIO WEIGHTS (Q3520338) (← links)
• Minimax estimation of independent normal means under a quadratic loss function with unknown weights (Q3768152) (← links)
• Empirical bayes estimation of the mean in a multivariate normal distribution (Q3768195) (← links)
• Monotonicity of risk for a shrinkage estimator of a multivariate normal mean (Q3787307) (← links)
• The exact mean squared error risks of preliminary test type estimators for the multivariate normal mean (Q3788907) (← links)