Pages that link to "Item:Q1108715"
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The following pages link to Dominance of the positive-part version of the James-Stein estimator (Q1108715):
Displaying 10 items.
- Necessary conditions for dominating the James-Stein estimator (Q816598) (← links)
- Improving the James-Stein estimator using the Stein variance estimator (Q1332901) (← links)
- PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. (Q1423165) (← links)
- Improving on the James-Stein positive-part estimator (Q1805563) (← links)
- On shrinkage estimators improving the positive part of James-Stein estimator (Q2063208) (← links)
- MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated (Q2340390) (← links)
- Limit of the ratio of risks of James-Stein estimators with unknown variance (Q2888993) (← links)
- Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix (Q3125792) (← links)
- Universal domination of stein-type estimators (Q3753246) (← links)
- An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator (Q3795041) (← links)