Pages that link to "Item:Q2839070"
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The following pages link to Shrinkage Estimation Under Multivariate Elliptic Models (Q2839070):
Displaying 9 items.
- On extension of some identities for the bias and risk functions in elliptically contoured distributions (Q391881) (← links)
- Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances (Q643304) (← links)
- Shrinkage and variable selection by polytopes (Q643373) (← links)
- On some shrinkage estimators of multivariate location (Q1058238) (← links)
- Improved estimation of a covariance matrix in an elliptically contoured matrix distribution (Q1421865) (← links)
- On estimation in multivariate linear calibration with elliptical errors (Q1881410) (← links)
- On shrinkage estimators in matrix variate elliptical models (Q2256597) (← links)
- On mathematical characteristics of some improved estimators of the mean and variance components in elliptically contoured models (Q2903213) (← links)
- Shrinkage estimation of location parameters in a multivariate skew-normal distribution (Q5077405) (← links)