Pages that link to "Item:Q413774"
From MaRDI portal
The following pages link to James-Stein type estimators of variances (Q413774):
Displaying 9 items.
- James-Stein estimators for time series regression models (Q855910) (← links)
- Interpretation and some construction heuristics for Stein-James estimators (Q1185709) (← links)
- Asymptotic mean squared error of constrained James-Stein estimators (Q1888856) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- On homogeneous James-Stein type estimators (Q2081766) (← links)
- A james-stein type detour of U-statistics (Q3740074) (← links)
- A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions (Q5055168) (← links)
- On the shrinkage estimation of variance (Q5262063) (← links)
- A comparison of methods for estimating the determinant of high-dimensional covariance matrix (Q6636158) (← links)