Pages that link to "Item:Q1327842"

The following pages link to A unified approach to improving equivariant estimators (Q1327842):

Displaying 50 items.

• Estimating the shape parameter of a Pareto distribution under restrictions (Q267660) (← links)
• Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss (Q369395) (← links)
• General dominance properties of double shrinkage estimators for ratio of positive parameters (Q389317) (← links)
• Minimaxity in predictive density estimation with parametric constraints (Q391561) (← links)
• Estimating the ratio of two scale parameters: a simple approach (Q421407) (← links)
• New classes of improved confidence intervals for the variance of a normal distribution (Q453713) (← links)
• Estimation of a non-negative location parameter with unknown scale (Q457287) (← links)
• Estimation of the parameters of an exponential distribution under constrained location (Q461824) (← links)
• On predictive density estimation for gamma models with parametric constraints (Q514186) (← links)
• New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution (Q545149) (← links)
• Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
• On the estimation of a normal precision and a normal variance ratio (Q716256) (← links)
• Improved estimators of the entropy in scale mixture of exponential distributions (Q783276) (← links)
• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval (Q816596) (← links)
• A Gaussian sequence approach for proving minimaxity: a review (Q826979) (← links)
• Minimax estimation of a restricted mean for a one-parameter exponential family (Q830686) (← links)
• Consistent nonnegative estimates of variance components (Q966515) (← links)
• Estimation of a normal variance -- a critical review (Q1269481) (← links)
• Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
• Improving on the best affine equivariant estimator of the ratio of generalized variances (Q1283919) (← links)
• On improved interval estimation for the generalized variance (Q1298706) (← links)
• Double shrinkage estimation of ratio of scale parameters (Q1336547) (← links)
• A new property of the inverse Gaussian distribution with applications (Q1359779) (← links)
• A new positive estimator of loss function (Q1382224) (← links)
• Combining the data from two normal populations to estimate the mean of one when their means difference is bounded (Q1421855) (← links)
• Stein estimation -- a review (Q1567075) (← links)
• A note on decision theoretic estimation of ordered parameters (Q1590832) (← links)
• Classes of improved estimators for parameters of a Pareto distribution (Q1695552) (← links)
• Improved estimation of the smallest scale parameter of gamma distributions (Q1726166) (← links)
• Improved estimators for parameters of a Pareto distribution with a restricted scale (Q1731192) (← links)
• Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
• Some modifications of improved estimators of a normal variance (Q1901676) (← links)
• On construction of improved estimators in multiple-design multivariate linear models under general restriction (Q1915250) (← links)
• Bayesian improvements of a MRE estimator of a bounded location parameter (Q1952236) (← links)
• Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss (Q1973325) (← links)
• Estimating a function of scale parameter of an exponential population with unknown location under general loss function (Q2029216) (← links)
• Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance (Q2059424) (← links)
• Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location (Q2124788) (← links)
• Improved estimators for functions of scale parameters in mixture models (Q2132037) (← links)
• Predictive density estimation under the Wasserstein loss (Q2189119) (← links)
• Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale (Q2196207) (← links)
• Improved confidence intervals for the scale parameter of Burr XII model based on record values (Q2259778) (← links)
• Estimating an exponential scale parameter under double censoring (Q2328679) (← links)
• Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error (Q2329868) (← links)
• Strawderman-type estimators for a scale parameter with application to the exponential distribution (Q2390460) (← links)
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
• Estimation of the order restricted scale parameters for two populations from the Lomax distribution (Q2397322) (← links)
• Estimation of the smallest normal variance with applications to variance components models (Q2406801) (← links)
• Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach (Q2431582) (← links)
• Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (Q2455735) (← links)