Shrinkage estimation

From MaRDI portal
Publication:1991072

DOI10.1007/978-3-030-02185-6zbMath1411.62011OpenAlexW4247941414MaRDI QIDQ1991072

Martin T. Wells, Dominique Fourdrinier, William E. Strawderman

Publication date: 29 October 2018

Published in: Springer Series in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-02185-6




Related Items (37)

Estimation of the drift of a Gaussian process under balanced loss functionWhy estimation alone causes Markowitz portfolio selection to fail and what we might do about itScale matrix estimation of an elliptically symmetric distribution in high and low dimensionsA General Framework for Empirical Bayes Estimation in Discrete Linear Exponential FamilyBayesian Approaches to Shrinkage and Sparse EstimationGeneralized Bayes estimators with closed forms for the normal mean and covariance matricesTensor Stein-rules in a generalized tensor regression modelData based loss estimation of the mean of a spherical distribution with a residual vectorA Compound Decision Approach to Covariance Matrix EstimationHorseshoe Regularisation for Machine Learning in Complex and Deep Models1Predictive density estimation under the Wasserstein lossA Regression Modeling Approach to Structured Shrinkage EstimationOptimal shrinkage estimation of predictive densities under \(\alpha\)-divergencesApproximate message passing for sparse matrices with application to the equilibria of large ecological Lotka-Volterra systemsShrinkage estimation of a location parameter for a multivariate skew elliptic distributionBayesian inference and prediction for mean-mixtures of normal distributionsPitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence lossPredictive density estimators with integrated \(L_1\) lossInadmissibility of the corrected Akaike information criterionAdversarial classification via distributional robustness with Wasserstein ambiguityUnnamed ItemOn shrinkage estimation of a spherically symmetric distribution for balanced loss functionsCovariance matrix estimation under data-based lossOn the non-stochastic ordering of some quadratic formsOn efficient prediction and predictive density estimation for normal and spherically symmetric modelsMultivariate estimation of Poisson parametersOn shrinkage estimation for balanced loss functionsGeneralized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibilityOn homogeneous James-Stein type estimatorsAdmissibility of Solution Estimators for Stochastic OptimizationWavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normalA Unifying Tutorial on Approximate Message PassingRelaxing the Gaussian assumption in shrinkage and SURE in high dimensionMultiple Anchor Point Shrinkage for the Sample Covariance MatrixWeighted shrinkage estimators of normal mean matrices and dominance propertiesThe Stein effect for Fréchet meansBayesian estimation and prediction for certain type of mixtures




This page was built for publication: Shrinkage estimation