Pages that link to "Item:Q1819480"
From MaRDI portal
The following pages link to Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix (Q1819480):
Displaying 30 items.
- Estimation of the mean vector in a singular multivariate normal distribution (Q495383) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Construction of improved estimators in multiparameter estimation for continuous exponential families (Q792046) (← links)
- Improved estimators for the GMANOVA problem with application to Monte Carlo simulation (Q805111) (← links)
- Minimax estimation of means of multivariate normal mixtures (Q918603) (← links)
- Estimation of a mean vector under quartic loss (Q951042) (← links)
- Improving on MLE of coefficient matrix in a growth curve model (Q1194013) (← links)
- Simultaneous estimation of independent normal mean vectors with unknown covariance matrices (Q1321989) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
- Minimax estimation of common coefficients of several regression models under quadratic loss (Q1826240) (← links)
- Gamma-minimax estimators for the mean of a multivariate normal distribution with partially unknown covariance matrix (Q1898888) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix (Q2277697) (← links)
- Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions (Q2637375) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- Minimax estimation of the mean of the multivariate normal distribution (Q2979613) (← links)
- Estimation of location parameters of several exponential distributions (Q3135559) (← links)
- Estimating common parameters of growth curve models under a quadratic loss (Q3474047) (← links)
- (Q3675308) (← links)
- Minimax estimation of independent normal means under a quadratic loss function with unknown weights (Q3768152) (← links)
- Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model (Q4240716) (← links)
- Minimax estimation for certain independent component districutions under welghted squared error loss (Q4720525) (← links)
- Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution (Q4727987) (← links)
- ESTIMATING PARAMETERS IN A REGRESSION MODEL WITH DEPENDENT NOISES (Q5042869) (← links)
- (Q5043194) (← links)
- (Q5043277) (← links)
- (Q5869083) (← links)
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution (Q5929502) (← links)
- A high-dimensional classification rule using sample covariance matrix equipped with adjusted estimated eigenvalues (Q6541769) (← links)