| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix
|
Konno, Yoshihiko
|
|
|
7 |
1 |
p. 455-464
|
artikel
|
| 2 |
Asymptotics of coverages of HD confidence sets and recentering at shrinkage estimates: phase transitions, large deviations
|
DasGupta, Anirban
|
|
|
7 |
1 |
p. 395-409
|
artikel
|
| 3 |
Bayesian prediction and estimation based on a shrinkage prior for a Poisson regression model
|
Komaki, Fumiyasu
|
|
|
7 |
1 |
p. 411-429
|
artikel
|
| 4 |
Bayesian shrinkage estimation for stratified count data
|
Hamura, Yasuyuki
|
|
|
7 |
1 |
p. 431-453
|
artikel
|
| 5 |
Bivariate dynamic weighted cumulative residual entropy
|
Nair, Rohini S.
|
|
|
7 |
1 |
p. 83-100
|
artikel
|
| 6 |
Confidence interval for normal means in meta-analysis based on a pretest estimator
|
Taketomi, Nanami
|
|
|
7 |
1 |
p. 537-568
|
artikel
|
| 7 |
Expansion estimators improving the bias and risk of James–Stein’s shrinkage estimator
|
Tsukuma, Hisayuki
|
|
|
7 |
1 |
p. 377-393
|
artikel
|
| 8 |
Machine learning and the James–Stein estimator
|
Efron, Bradley
|
|
|
7 |
1 |
p. 257-266
|
artikel
|
| 9 |
Making statistical inferences about linkage errors
|
Dasylva, Abel
|
|
|
7 |
1 |
p. 17-56
|
artikel
|
| 10 |
Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix
|
Matsuda, Takeru
|
|
|
7 |
1 |
p. 313-328
|
artikel
|
| 11 |
Multivariate functional subspace classification for high-dimensional longitudinal data
|
Fukuda, Tatsuya
|
|
|
7 |
1 |
p. 1-16
|
artikel
|
| 12 |
Non-minimaxity of debiased shrinkage estimators
|
Maruyama, Yuzo
|
|
|
7 |
1 |
p. 361-375
|
artikel
|
| 13 |
On combining unbiased and possibly biased correlated estimators
|
Zinonos, Stavros
|
|
|
7 |
1 |
p. 465-505
|
artikel
|
| 14 |
On priors which give Bayes minimax estimators of Baranchik’s form
|
Fourdrinier, Dominique
|
|
|
7 |
1 |
p. 329-340
|
artikel
|
| 15 |
Outlier-robust parameter estimation for unnormalized statistical models
|
Sasaki, Hiroaki
|
|
|
7 |
1 |
p. 223-252
|
artikel
|
| 16 |
Reliability of stress–strength model for exponentiated Teissier distribution based on lower record values
|
Pasha-Zanoosi, Hossein
|
|
|
7 |
1 |
p. 57-81
|
artikel
|
| 17 |
Selection of statistics for a multinomial goodness-of-fit test and a test of independence for a multi-way contingency table when data are sparse
|
Taneichi, Nobuhiro
|
|
|
7 |
1 |
p. 151-182
|
artikel
|
| 18 |
Semiparametric regression analysis of doubly censored recurrent event data
|
Sankaran, P. G.
|
|
|
7 |
1 |
p. 183-202
|
artikel
|
| 19 |
Shrinkage estimation with logarithmic penalties
|
Kubokawa, Tatsuya
|
|
|
7 |
1 |
p. 341-360
|
artikel
|
| 20 |
Sparse inference of structural equation modeling with latent variables for diffusion processes
|
Kusano, Shogo
|
|
|
7 |
1 |
p. 101-150
|
artikel
|
| 21 |
Special feature: Stein estimation and statistical shrinkage methods
|
Maruyama, Yuzo
|
|
|
7 |
1 |
p. 253-256
|
artikel
|
| 22 |
Stein-rule M-estimation in sparse partially linear models
|
Raheem, Enayetur
|
|
|
7 |
1 |
p. 507-535
|
artikel
|
| 23 |
Stein’s identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
|
Kubokawa, Tatsuya
|
|
|
7 |
1 |
p. 267-311
|
artikel
|
| 24 |
Variable selection through adaptive elastic net for proportional odds model
|
Wang, Chunxiang
|
|
|
7 |
1 |
p. 203-221
|
artikel
|
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