Pages that link to "Item:Q2637612"
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The following pages link to Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612):
Displaying 13 items.
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Nonlinear GCV and quasi-GCV for shrinkage models (Q1772677) (← links)
- Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss (Q2061464) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Robust simultaneous estimation of location parameters (Q2105400) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- (Q5203493) (← links)
- A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique (Q5860272) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Linear shrinkage estimation of high-dimensional means (Q6169356) (← links)
- High dimensional discriminant rules with shrinkage estimators of the covariance matrix and mean vector (Q6616195) (← links)
