Pages that link to "Item:Q5649306"

The following pages link to Empirical Bayes on vector observations: An extension of Stein's method (Q5649306):

Displaying 50 items.

• Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454) (← links)
• Multivariate control charts based on the James-Stein estimator (Q319730) (← links)
• LASSO and shrinkage estimation in Weibull censored regression models (Q434515) (← links)
• Estimation of the mean vector in a singular multivariate normal distribution (Q495383) (← links)
• A new estimator of covariance matrix (Q645623) (← links)
• An empirical Bayes procedure for the selection of Gaussian graphical models (Q693346) (← links)
• Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (Q734400) (← links)
• On estimation of discriminant coefficients (Q753349) (← 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)
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix (Q957309) (← 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)
• Estimation of the location parameter under LINEX loss function: Multivariate case (Q976957) (← links)
• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793) (← links)
• Lectures on the theory of estimation of many parameters (Q1076455) (← links)
• Selecting a minimax estimator doing well at a point (Q1083151) (← links)
• On multivariate linear regression shrinkage and reduced-rank procedures (Q1125532) (← links)
• A posteriori time-varying filtering of averaged evoked potentials. I. Introduction and conceptual basis (Q1162980) (← links)
• Biased versus unbiased estimation (Q1217576) (← links)
• Estimating true score in the compound binomial error model (Q1249012) (← links)
• Minimax estimators for a multinormal precision matrix (Q1255738) (← links)
• Compound decision theory and empirical Bayes methods (Q1429309) (← links)
• Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240) (← links)
• Exact and efficient inference for partial Bayes problems (Q1711596) (← links)
• Improved loss estimation for a normal mean matrix (Q1755127) (← links)
• Superiority of empirical Bayes estimation of error variance in linear model (Q1758128) (← links)
• The superiority of empirical Bayes estimator of parameters in linear model (Q1776349) (← links)
• On estimation of matrix of normal mean (Q1820529) (← links)
• Mean square error matrix superiority of empirical Bayes estimators under misspecification (Q1906313) (← links)
• The Bayes estimator in a misspecified linear regression model (Q1919722) (← links)
• Shrinkage estimation with a matrix loss function (Q1950903) (← links)
• Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix (Q2011522) (← links)
• On Charles Stein's contributions to (in)admissibility (Q2054464) (← links)
• Weighted shrinkage estimators of normal mean matrices and dominance properties (Q2111070) (← links)
• The Stein effect for Fréchet means (Q2112836) (← links)
• Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
• A note on linearly constrained Bayes estimator in elliptical models (Q2196056) (← links)
• On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising (Q2196192) (← links)
• Shrinkage estimation for multivariate time series (Q2243561) (← links)
• Multivariate limited translation empirical Bayes estimators (Q2266903) (← links)
• A paradoxical argument about domination (Q2297102) (← links)
• A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
• General maximum likelihood empirical Bayes estimation of normal means (Q2388976) (← links)
• James-Stein estimation problem for a multivariate normal random matrix and an improved estimator (Q2401292) (← links)
• Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function (Q2407771) (← links)
• Empirical Bayes estimates for a two-way cross-classified model (Q2413606) (← links)
• Empirical Bayes matrix completion (Q2416781) (← links)
• A guided random walk through some high dimensional problems (Q2431011) (← links)