The following pages link to (Q4130201):
Displaying 50 items.
- Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction (Q333991) (← links)
- On double \(k\)-class estimators of coefficients in linear regression (Q374946) (← links)
- The projected GSURE for automatic parameter tuning in iterative shrinkage methods (Q533506) (← links)
- Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
- Empirical Bayes predictive densities for high-dimensional normal models (Q634558) (← links)
- Simultaneous estimation of negative binomial dispersion parameters (Q645412) (← links)
- A new estimator of covariance matrix (Q645623) (← links)
- Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
- On estimation of a matrix of normal means with unknown covariance matrix (Q753347) (← links)
- Empirical Bayes minimax estimators of matrix normal means (Q803683) (← links)
- The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- Estimating the parameter of the population selected from discrete exponential family (Q930081) (← links)
- Admissible predictive density estimation (Q930650) (← links)
- Admissibility and minimaxity of Bayes estimators for a normal mean matrix (Q957309) (← links)
- Minimax estimation of normal precisions via expansion estimators (Q958785) (← links)
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) (← links)
- Proper Bayes minimax estimators of the normal mean matrix with common unknown variances (Q974508) (← links)
- Production decisions under joint price and production uncertainty (Q1011266) (← links)
- On Stein's identity and its applications (Q1030159) (← links)
- An extended class of minimax generalized Bayes estimators of regression coefficients (Q1036778) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793) (← links)
- Examples of estimation problems (Q1050045) (← links)
- A class of modified Stein estimators with easily computable risk functions (Q1052776) (← links)
- A class of minimax estimators of a normal quantile (Q1055099) (← links)
- Selecting a minimax estimator doing well at a point (Q1083151) (← links)
- Simultaneous estimation of location parameters of the distribution with finite support (Q1083153) (← links)
- An identity for multidimensional continuous exponential families and its applications (Q1097608) (← links)
- On moments of ratios of quadratic forms in normal variables (Q1103298) (← links)
- An identity for the Wishart distribution with applications (Q1134473) (← links)
- Admissible and minimax multiparameter estimation in exponential families (Q1149193) (← links)
- Ignorance prior distribution of a hyperparameter and Stein's estimator (Q1149706) (← links)
- Simultaneous estimation of several Poisson parameters under squared error loss (Q1162315) (← links)
- A simple motivation for James-Stein estimators (Q1181127) (← links)
- Minimax estimation of a multivariate normal mean under polynomial loss (Q1245538) (← links)
- Minimax estimators for a multinormal precision matrix (Q1255738) (← links)
- Counterexample - An inadmissible estimator which is generalized Bayes for a prior with ''light'' tails (Q1259116) (← links)
- Stein estimation for non-normal spherically symmetric location families in three dimensions (Q1261297) (← links)
- Improved estimation in measurement error models through Stein rule procedure (Q1272743) (← links)
- A new positive estimator of loss function (Q1382224) (← links)
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean (Q1383921) (← links)
- Stein's idea and minimax admissible estimation of a multivariate normal mean (Q1421879) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- On solutions for global Stein optimization problems with applications (Q1600732) (← links)
- A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607) (← links)
- Improved loss estimation for a normal mean matrix (Q1755127) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- On estimation of matrix of normal mean (Q1820529) (← links)
- Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function (Q1838788) (← links)
