Pages that link to "Item:Q3459439"
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The following pages link to Singular value shrinkage priors for Bayesian prediction (Q3459439):
Displaying 15 items.
- Bayesian shrinkage prediction for the regression problem (Q953850) (← links)
- Improved loss estimation for a normal mean matrix (Q1755127) (← links)
- Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix (Q2011522) (← links)
- Minimax predictive density for sparse count data (Q2040060) (← links)
- On minimax optimality of sparse Bayes predictive density estimates (Q2119220) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- Density prediction and the Stein phenomenon (Q2206751) (← links)
- Empirical Bayes matrix completion (Q2416781) (← links)
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices (Q2676905) (← links)
- (Q6073216) (← links)
- Nearly minimax empirical Bayesian prediction of independent Poisson observables (Q6540920) (← links)
- Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix (Q6578496) (← links)
- Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods (Q6595795) (← links)
- Empirical Bayes Poisson matrix completion (Q6626702) (← links)
- Bayesian shrinkage wavelet estimation of mean matrix of the matrix variate normal distribution with application in de-noising (Q6659748) (← links)
