Pages that link to "Item:Q3795041"
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The following pages link to An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator (Q3795041):
Displaying 10 items.
- The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions (Q908615) (← links)
- Modified Bessel functions and their applications in probability and statistics (Q1262644) (← links)
- All estimates with a given risk, Riccati differential equations and a new proof of a theorem of Brown (Q1364747) (← links)
- Improving on the James-Stein positive-part estimator (Q1805563) (← links)
- Limit of the ratio of risks of James-Stein estimators with unknown variance (Q2888993) (← links)
- Expansions for the risk of Stein type estimates for non-normal data (Q3011073) (← links)
- Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix (Q3125792) (← links)
- On sharper bounds for the risk of james-stein estimators (Q3727168) (← links)
- Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability (Q5220885) (← links)
- Non-minimaxity of debiased shrinkage estimators (Q6578499) (← links)
