Pages that link to "Item:Q1596014"
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The following pages link to Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors (Q1596014):
Displaying 39 items.
- Estimating common standard deviation of two normal populations with ordered means (Q257388) (← links)
- Estimating the ratio of two scale parameters: a simple approach (Q421407) (← links)
- Restricted likelihood representation and decision-theoretic aspects of meta-analysis (Q470058) (← links)
- Alternative estimators for the variance of several normal populations (Q689559) (← links)
- Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information (Q816554) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- Estimation of error variance in ANOVA model and order restricted scale parameters (Q870491) (← links)
- Improved variance estimation under sub-space restriction (Q1026362) (← links)
- A note on universal admissibility of scale parameter estimators (Q1130340) (← links)
- Asymptotic variance estimation in multivariate distributions (Q1175675) (← links)
- Risk behavior of variance estimators in multivariate normal distribution (Q1186044) (← links)
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean (Q1206654) (← links)
- Estimation of a normal variance -- a critical review (Q1269481) (← links)
- Improving on the best affine equivariant estimator of the ratio of generalized variances (Q1283919) (← links)
- On improved interval estimation for the generalized variance (Q1298706) (← links)
- Double shrinkage estimation of ratio of scale parameters (Q1336547) (← links)
- Improved invariant set estimation for general scale families (Q1346659) (← links)
- On the invariant estimation of a normal variance ratio (Q1346661) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
- Some modifications of improved estimators of a normal variance (Q1901676) (← links)
- Estimation of scale parameter under entropy loss function (Q1918222) (← links)
- The modification of confidence intervals for variance components in one-way random model using Stein's approach (Q1918449) (← links)
- Confidence intervals in regression that utilize uncertain prior information about a vector parameter (Q1950835) (← links)
- Improved estimators for functions of scale parameters in mixture models (Q2132037) (← links)
- Estimation of the variance and its applications (Q2366574) (← links)
- Strawderman-type estimators for a scale parameter with application to the exponential distribution (Q2390460) (← links)
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
- Estimation of the smallest normal variance with applications to variance components models (Q2406801) (← links)
- On a class of improved estimators of variance and estimation under order restriction (Q2495828) (← links)
- Shrinkage confidence procedures (Q2634654) (← links)
- On the admissibility of the maximum-likelihood estimator of the binomial variance (Q4036386) (← links)
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
- Lower bounds on Bayes risks for estimating a normal variance: With applications (Q4859243) (← links)
- The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function (Q5065271) (← links)
- The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model (Q5077398) (← links)
- The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model (Q5106970) (← links)
- A New Estimator of the Variance Based on Minimizing Mean Squared Error (Q5876925) (← links)
- On the comparison of the pre-test and shrinkage estimators for the univariate normal mean (Q5956474) (← links)