Pages that link to "Item:Q391881"
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The following pages link to On extension of some identities for the bias and risk functions in elliptically contoured distributions (Q391881):
Displaying 7 items.
- The bias and risk functions of some Stein-rules in elliptically contoured distributions (Q359395) (← links)
- Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures (Q911141) (← links)
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) (← links)
- Inference in a multivariate generalized mean-reverting process with a change-point (Q1984652) (← links)
- Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data (Q2074675) (← links)
- On shrinkage estimators in matrix variate elliptical models (Q2256597) (← links)
- Pretest and shrinkage estimators in generalized partially linear models with application to real data (Q6180915) (← links)