Pages that link to "Item:Q968500"

The following pages link to Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500):

Displaying 8 items.

• On extension of some identities for the bias and risk functions in elliptically contoured distributions (Q391881) (← links)
• Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution (Q844874) (← links)
• Bayesian statistical inference on elliptical matrix distributions (Q1301592) (← links)
• A note on linearly constrained Bayes estimator in elliptical models (Q2196056) (← links)
• On shrinkage estimators in matrix variate elliptical models (Q2256597) (← links)
• Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models (Q2792274) (← links)
• Bayesian analysis in multivariate regression models with conjugate priors (Q2934862) (← links)
• Shrinkage estimation in elliptically contoured distribution with restricted parameter space (Q3654462) (← links)