The following pages link to Shrinkage estimation (Q1991072):
Displaying 50 items.
- Shrinkage estimation of the proportion in randomized response (Q1915119) (← links)
- On the non-stochastic ordering of some quadratic forms (Q2006739) (← links)
- On homogeneous James-Stein type estimators (Q2081766) (← links)
- Relaxing the Gaussian assumption in shrinkage and SURE in high dimension (Q2105194) (← links)
- Weighted shrinkage estimators of normal mean matrices and dominance properties (Q2111070) (← links)
- The Stein effect for Fréchet means (Q2112836) (← links)
- Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) (← links)
- Predictive density estimation under the Wasserstein loss (Q2189119) (← links)
- Pitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence loss (Q2195514) (← links)
- On shrinkage estimation of a spherically symmetric distribution for balanced loss functions (Q2237809) (← links)
- Covariance matrix estimation under data-based loss (Q2244574) (← links)
- On efficient prediction and predictive density estimation for normal and spherically symmetric models (Q2274926) (← links)
- Multivariate estimation of Poisson parameters (Q2293381) (← links)
- On shrinkage estimation for balanced loss functions (Q2293387) (← links)
- Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility (Q2306270) (← links)
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices (Q2676905) (← links)
- Adversarial classification via distributional robustness with Wasserstein ambiguity (Q2693647) (← links)
- (Q4225396) (← links)
- A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family (Q4998968) (← links)
- Admissibility of Solution Estimators for Stochastic Optimization (Q4999345) (← links)
- Estimation of the drift of a Gaussian process under balanced loss function (Q5046809) (← links)
- Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
- (Q5447965) (← links)
- Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal (Q5861481) (← links)
- A Unifying Tutorial on Approximate Message Passing (Q5863992) (← links)
- Multiple Anchor Point Shrinkage for the Sample Covariance Matrix (Q5868799) (← links)
- Bayesian estimation and prediction for certain type of mixtures (Q5875223) (← links)
- Tensor Stein-rules in a generalized tensor regression model (Q6051066) (← links)
- Data based loss estimation of the mean of a spherical distribution with a residual vector (Q6054655) (← links)
- A Compound Decision Approach to Covariance Matrix Estimation (Q6055869) (← links)
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models<sup>1</sup> (Q6064351) (← links)
- (Q6073216) (← links)
- Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences (Q6117926) (← links)
- Approximate message passing for sparse matrices with application to the equilibria of large ecological Lotka-Volterra systems (Q6123262) (← links)
- Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution (Q6133746) (← links)
- Bayesian inference and prediction for mean-mixtures of normal distributions (Q6135073) (← links)
- Predictive density estimators with integrated \(L_1\) loss (Q6168117) (← links)
- Inadmissibility of the corrected Akaike information criterion (Q6201858) (← links)
- An averaging estimator for two-step m-estimation in semiparametric models (Q6536817) (← links)
- Bayesian optimality and intervals for Stein-type estimates (Q6543861) (← links)
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit (Q6578495) (← links)
- Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix (Q6578496) (← links)
- On priors which give Bayes minimax estimators of Baranchik's form (Q6578497) (← links)
- Shrinkage estimation with logarithmic penalties (Q6578498) (← links)
- Expansion estimators improving the bias and risk of James-Stein's shrinkage estimator (Q6578500) (← links)
- Bayesian shrinkage estimation for stratified count data (Q6578503) (← links)
- On combining unbiased and possibly biased correlated estimators (Q6578506) (← links)
- On minimax shrinkage estimation with variable selection (Q6606396) (← links)
- Nonparametric empirical Bayes biomarker imputation and estimation (Q6618385) (← links)
