Pages that link to "Item:Q2256597"
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The following pages link to On shrinkage estimators in matrix variate elliptical models (Q2256597):
Displaying 14 items.
- On extension of some identities for the bias and risk functions in elliptically contoured distributions (Q391881) (← links)
- Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) (← links)
- Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (Q734400) (← links)
- Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution (Q844874) (← links)
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) (← links)
- On estimation in multivariate linear calibration with elliptical errors (Q1881410) (← links)
- Double shrinkage estimators in the GMANOVA model (Q1914688) (← links)
- Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> (Q2807686) (← links)
- Shrinkage Estimation Under Multivariate Elliptic Models (Q2839070) (← links)
- On mathematical characteristics of some improved estimators of the mean and variance components in elliptically contoured models (Q2903213) (← links)
- A lower bound for the risk of classes of shrinkage estimators ina general multivariate estimation problem and some deduced estimators (Q3473117) (← links)
- Shrinkage Estimation in Restricted Elliptical Regression Model (Q4623224) (← links)
- Risk performance of some shrinkage estimators (Q5083983) (← links)
- Simultaneous estimation of several CDF’s: homogeneity constraint (Q5160215) (← links)
