The following pages link to (Q5538618):
Displaying 31 items.
- Pre-test estimation under squared error loss (Q374780) (← links)
- Discussion of ``Statistics on manifolds \dots'' by R. Bhattacharya and V. Patrangenaru (Q393529) (← links)
- A family of dominating minimax estimators of a multivariate normal mean (Q760104) (← links)
- ASP fits to multi-way layouts (Q816369) (← links)
- The positive-part Stein-rule estimator and tests of linear hypotheses (Q900061) (← links)
- Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout (Q995797) (← links)
- A class of modified Stein estimators with easily computable risk functions (Q1052776) (← links)
- An exact formula for the mean squared error of the inverse estimator in the linear calibration problem (Q1063355) (← links)
- Yates type estimators of a common mean (Q1145442) (← links)
- Stein's positive part estimator and Bayes estimator (Q1146463) (← links)
- Contracting towards subspaces when estimating the mean of a multivariate normal distribution (Q1168670) (← links)
- A class of multiple shrinkage estimators (Q1207621) (← links)
- A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss (Q1235478) (← links)
- Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relation-ships (Q1247711) (← links)
- Minimax Bayes estimators of a multivariate normal mean (Q1259385) (← links)
- Shrinking toward submodels in regression (Q1333134) (← links)
- Superefficiency in nonparametric function estimation (Q1383096) (← links)
- Hypercube estimators: penalized least squares, submodel selection, and numerical stability (Q1621345) (← links)
- Modulation of estimators and confidence sets. (Q1807150) (← links)
- Shrinkage estimation in the two-way multivariate normal model (Q1816576) (← links)
- Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression (Q1844524) (← links)
- Some comments on estimation in regression after preliminary tests of significance (Q1847116) (← links)
- On Charles Stein's contributions to (in)admissibility (Q2054464) (← links)
- A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions (Q2266305) (← links)
- The sampling distribution of shrinkage estimators and their F-ratios in the regression model (Q2266307) (← links)
- Some improved estimators in the case of possible heteroscedasticity (Q2266340) (← links)
- The non-optimality of the inequality restricted estimator under squared error loss (Q2266341) (← links)
- Simultaneous estimation of means of classified normal observations (Q2277694) (← links)
- Methods for improvement in estimation of a normal mean matrix (Q2455466) (← links)
- Shrinkage estimation in multilevel normal models (Q2634658) (← links)
- Reversing the Stein effect (Q2634659) (← links)
