On Bayes and unbiased estimators of loss
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DOI: 10.1007/BF02523394
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Cited by:
- Chételat, Didier & Wells, Martin T., 2016. "Improved second order estimation in the singular multivariate normal model," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 1-19.
- Canu, Stéphane & Fourdrinier, Dominique, 2017. "Unbiased risk estimates for matrix estimation in the elliptical case," Journal of Multivariate Analysis, Elsevier, vol. 158(C), pages 60-72.
- Matsuda, Takeru & Strawderman, William E., 2019. "Improved loss estimation for a normal mean matrix," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 300-311.
- Aurélie Boisbunon & Stéphane Canu & Dominique Fourdrinier & William Strawderman & Martin T. Wells, 2014. "Akaike's Information Criterion, C p and Estimators of Loss for Elliptically Symmetric Distributions," International Statistical Review, International Statistical Institute, vol. 82(3), pages 422-439, December.
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Keywords
Loss estimation; shrinkage estimation; Bayes estimation; unbiased estimation; superharmonicity;All these keywords.
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