Pages that link to "Item:Q5184282"
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The following pages link to Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach (Q5184282):
Displaying 50 items.
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454) (← links)
- Decision-theoretic issues in heterogeneity variance estimation (Q287526) (← links)
- Robust hyperparameter estimation protects against hypervariable genes and improves power to detect differential expression (Q312950) (← links)
- Variational Bayesian sparse additive matrix factorization (Q374134) (← links)
- On assessing the precision of Stein's estimator (Q375106) (← links)
- Bayesian models and methods in public policy and government settings (Q449814) (← links)
- Hierarchical multilinear models for multiway data (Q452625) (← links)
- Bayes estimators of heterogeneity variance and \(T\)-systems (Q460660) (← links)
- Kernel methods in system identification, machine learning and function estimation: a survey (Q462325) (← links)
- Restricted likelihood representation and decision-theoretic aspects of meta-analysis (Q470058) (← links)
- Performance of the empirical Bayes estimator for fixed parameters (Q537453) (← links)
- Improved estimation under collinearity and squared error loss (Q581970) (← links)
- Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
- Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution (Q629143) (← links)
- Empirical Bayes predictive densities for high-dimensional normal models (Q634558) (← links)
- An empirical Bayes procedure for the selection of Gaussian graphical models (Q693346) (← links)
- A family of dominating minimax estimators of a multivariate normal mean (Q760104) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- Estimating structural equation models using James-Stein type shrinkage estimators (Q823861) (← links)
- The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
- Biased predictors, rationality and the evaluation of forecasts (Q899791) (← links)
- Comment: The need for syncretism in applied statistics (Q903284) (← links)
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (Q912512) (← links)
- Estimators with nondecreasing risk: Application of a chi-squared identity (Q913389) (← links)
- Estimation, prediction and the Stein phenomenon under divergence loss (Q953855) (← links)
- Shrinkage estimation in general linear models (Q961674) (← links)
- Generalised filtering (Q980630) (← links)
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing (Q1010462) (← links)
- Efficient and accurate approximate Bayesian inference with an application to insurance data (Q1023590) (← links)
- On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix (Q1036797) (← links)
- Examples of estimation problems (Q1050045) (← 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)
- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator (Q1063963) (← links)
- An identity concerning a Wishart matrix (Q1073499) (← links)
- Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\) (Q1075707) (← links)
- Improved confidence set estimators of a multivariate normal mean and generalizations (Q1076453) (← links)
- On combining Stein estimation problems: An adaptive rule under classical criteria (Q1080580) (← links)
- Restricted risk Bayes estimation for the mean of the multivariate normal distribution (Q1094018) (← links)
- Employing vague prior information in the construction of confidence sets (Q1102654) (← links)
- Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems (Q1116232) (← links)
- Fitting Weibull duration models with random effects (Q1126009) (← links)
- An extension of the method of maximum likelihood and the Stein's problem (Q1135064) (← links)
- Stein's positive part estimator and Bayes estimator (Q1146463) (← links)
- A posteriori time-varying filtering of averaged evoked potentials. I. Introduction and conceptual basis (Q1162980) (← links)
- An empirical Bayes procedure for the credit granting decision (Q1165777) (← links)
- A simple motivation for James-Stein estimators (Q1181127) (← links)
- A class of multiple shrinkage estimators (Q1207621) (← links)
- Biased versus unbiased estimation (Q1217576) (← links)
- Minimax estimation of a multivariate normal mean under arbitrary quadratic loss (Q1231235) (← links)
