Pages that link to "Item:Q5120225"

The following pages link to A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution (Q5120225):

Displaying 50 items.

• Bayes minimax estimation of the multivariate normal mean vector under balanced loss function (Q395975) (← links)
• Estimation of the mean vector in a singular multivariate normal distribution (Q495383) (← links)
• Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) (← links)
• Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance (Q549918) (← links)
• A class of minimax estimators of the scale parameter of the uniform distribution (Q583754) (← links)
• Estimation of a mean vector in a two-sample problem (Q689347) (← links)
• A family of dominating minimax estimators of a multivariate normal mean (Q760104) (← links)
• Trimmed estimates in simultaneous estimation of parameters in exponential families (Q796194) (← links)
• Empirical Bayes minimax estimators of matrix normal means (Q803683) (← links)
• Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution (Q844874) (← links)
• The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
• The linear minimax estimator of stochastic regression coefficients and parameters under quadrat\-ic loss function (Q870319) (← links)
• On predictive density estimation for location families under integrated squared error loss (Q893168) (← links)
• Minimax estimation of a bounded normal mean vector (Q918085) (← links)
• Estimation of a mean vector under quartic loss (Q951042) (← links)
• Estimation, prediction and the Stein phenomenon under divergence loss (Q953855) (← links)
• Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance (Q957306) (← links)
• Minimax estimation of normal precisions via expansion estimators (Q958785) (← links)
• On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix (Q1036797) (← links)
• Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) (← links)
• A class of modified Stein estimators with easily computable risk functions (Q1052776) (← links)
• A family of minimax estimators of a multivariate normal mean (Q1056172) (← links)
• Selecting a minimax estimator doing well at a point (Q1083151) (← links)
• On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost (Q1094769) (← links)
• Dominance of the positive-part version of the James-Stein estimator (Q1108715) (← links)
• Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss (Q1138864) (← links)
• Admissible and minimax multiparameter estimation in exponential families (Q1149193) (← links)
• Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators (Q1149714) (← links)
• Bayes minimax estimators of a multivariate normal mean (Q1176985) (← links)
• A sequence of improvements over the James-Stein estimator (Q1201136) (← links)
• Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix (Q1214219) (← links)
• Minimax estimation of a multivariate normal mean under arbitrary quadratic loss (Q1231235) (← links)
• Minimax estimation of a multivariate normal mean under polynomial loss (Q1245538) (← links)
• Minimax Bayes estimators of a multivariate normal mean (Q1259385) (← links)
• Stein estimation for non-normal spherically symmetric location families in three dimensions (Q1261297) (← links)
• MSE performance of a heterogeneous pre-test estimator (Q1304086) (← links)
• Simultaneous estimation of independent normal mean vectors with unknown covariance matrices (Q1321989) (← links)
• Improving the James-Stein estimator using the Stein variance estimator (Q1332901) (← links)
• A unified and broadened class of admissible minimax estimators of a multivariate normal mean (Q1383921) (← links)
• PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. (Q1423165) (← links)
• Set-induced minimax estimators for a multivariate normal mean. (Q1427797) (← links)
• Stein estimation -- a review (Q1567075) (← links)
• Pre-test double \(k\)-class estimators in linear regression (Q1577329) (← links)
• MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression (Q1582368) (← links)
• Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240) (← links)
• Estimation of a parameter vector restricted to a cone (Q1612978) (← links)
• Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
• Estimation and testing in generalized mean-reverting processes with change-point (Q1744228) (← links)
• On estimation of matrix of normal mean (Q1820529) (← links)
• Minimax estimators in the normal MANOVA model (Q1824965) (← links)