Pages that link to "Item:Q844874"

The following pages link to Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution (Q844874):

Displaying 8 items.

• On extension of some identities for the bias and risk functions in elliptically contoured distributions (Q391881) (← links)
• Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) (← links)
• Weighted shrinkage estimators of normal mean matrices and dominance properties (Q2111070) (← links)
• Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
• On shrinkage estimators in matrix variate elliptical models (Q2256597) (← links)
• A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
• Shrinkage estimation in elliptically contoured distribution with restricted parameter space (Q3654462) (← links)
• The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models (Q4976258) (← links)