Pages that link to "Item:Q4082142"
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The following pages link to Data Analysis Using Stein's Estimator and its Generalizations (Q4082142):
Displaying 50 items.
- Two modeling strategies for empirical Bayes estimation (Q257697) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models (Q382618) (← links)
- A new adjusted maximum likelihood method for the Fay-Herriot small area model (Q392088) (← links)
- A second-order efficient empirical Bayes confidence interval (Q464179) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- Improved estimation under collinearity and squared error loss (Q581970) (← links)
- Small area estimators based on restricted mixed models (Q619137) (← links)
- Empirical Bayes predictive densities for high-dimensional normal models (Q634558) (← links)
- Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
- Mean squared error of James-Stein estimators for measurement error models (Q712547) (← links)
- Estimating structural equation models using James-Stein type shrinkage estimators (Q823861) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Variable selection for linear mixed models with applications in small area estimation (Q904301) (← links)
- A transitional non-parametric maximum pseudo-likelihood estimator for disease mapping (Q951834) (← links)
- Estimation of a common slope in a gamma regression model with multiple strata: an empirical Bayes method (Q961913) (← links)
- Comparison and robustification of Bayes and Black-Litterman models (Q992041) (← links)
- Minimum message length shrinkage estimation (Q1017808) (← links)
- Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version (Q1019934) (← links)
- AMCMC: an R interface for adaptive MCMC (Q1020635) (← links)
- Multivariate limited translation hierarchical Bayes estimators (Q1021838) (← links)
- Simultaneous credible intervals for small area estimation problems (Q1026345) (← links)
- Robust empirical Bayes tests for continuous distributions (Q1036728) (← links)
- A class of modified Stein estimators with easily computable risk functions (Q1052776) (← links)
- Bayes modal estimation in item response models (Q1078966) (← links)
- Approximated Bayes and empirical Bayes confidence intervals - the known variance case (Q1122258) (← links)
- An extension of the method of maximum likelihood and the Stein's problem (Q1135064) (← links)
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss (Q1138864) (← links)
- An empirical Bayes procedure for the credit granting decision (Q1165777) (← links)
- Contracting towards subspaces when estimating the mean of a multivariate normal distribution (Q1168670) (← links)
- Biased versus unbiased estimation (Q1217576) (← links)
- Minimax estimators of the multinormal mean: Autoregressive priors (Q1246218) (← links)
- Estimating true score in the compound binomial error model (Q1249012) (← links)
- Estimation of clustered parameters (Q1298995) (← links)
- Hierarchical Bayes estimation of mortality rates for disease mapping (Q1299369) (← links)
- Nonparametric Bayesian methods in hierarchical models (Q1345550) (← links)
- Analyses of cohort mortality incorporating observed and unobserved risk factors (Q1368535) (← links)
- Set-induced minimax estimators for a multivariate normal mean. (Q1427797) (← links)
- Robbins, empirical Bayes and microarrays (Q1429308) (← links)
- Simultaneous estimation of coefficients of variation (Q1600740) (← links)
- Two semi-parametric empirical Bayes estimators (Q1606484) (← links)
- A general method for robust Bayesian modeling (Q1631602) (← links)
- Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval (Q1658404) (← links)
- The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
- Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions (Q1662317) (← links)
- Exact and efficient inference for partial Bayes problems (Q1711596) (← links)
- Nonparametric hierarchical Bayes via sequential imputations (Q1816964) (← links)
- Some criteria for the estimation of evoked potentials (Q1836958) (← links)
- On measures of uncertainty of empirical Bayes small-area estimators (Q1869099) (← links)
- A unified jackknife theory for empirical best prediction with \(M\)-estimation (Q1873618) (← links)
