Pages that link to "Item:Q1337186"
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The following pages link to Two-stage point estimation with a shrinkage stopping rule (Q1337186):
Displaying 8 items.
- Two-stage sequential estimation of a multivariate normal mean under quadratic loss (Q1074996) (← links)
- Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
- A note on decision theoretic estimation of ordered parameters (Q1590832) (← links)
- Accelerated sequential shrinkage estimation (Q1962792) (← links)
- On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint (Q2485974) (← links)
- Sequential shrinkage estimation of independent normal means with unkown variances (Q3738423) (← links)
- Two-stage james-stein estimators of the mean based on prior knowledge (Q4337060) (← links)
- Estimating one of two normal means when their difference is bounded (Q5934110) (← links)