The following pages link to (Q3274519):
Displaying 12 items.
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878) (← links)
- Minimum mean square error of a generalized Stein estimator (Q899850) (← links)
- Algebraic relationships between classical regression and total least- squares estimation (Q1094861) (← links)
- On multivariate linear regression shrinkage and reduced-rank procedures (Q1125532) (← links)
- The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators (Q1133267) (← links)
- Improving on MLE of coefficient matrix in a growth curve model (Q1194013) (← links)
- Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relation-ships (Q1247711) (← links)
- Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240) (← links)
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
- Data enriched linear regression (Q2346524) (← links)
- Ridge regression and asymptotic minimax estimation over spheres of growing dimension (Q5963493) (← links)
