Search Results - "Strawderman, William E."

Shrinkage estimation of location parameters in a multivariate skew-normal distribution by Kubokawa, Tatsuya, Strawderman, William E., Yuasa, Ryota

“…This paper studies decision theoretic properties of Stein type shrinkage estimators in simultaneous estimation of location parameters in a multivariate…”
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Combining Information from Independent Sources through Confidence Distributions by Singh, Kesar, Xie, Minge, Strawderman, William E.

“…This paper develops new methodology, together with related theories, for combining information from independent studies through confidence distributions. A…”
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On Charles Stein’s contributions to (in)admissibility by Strawderman, William E.

“…Charles Stein made fundamental contributions to admissibility and inadmissibility in estimation and testing. This paper surveys some of the more important…”
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Dominance properties of constrained Bayes and empirical Bayes estimators by KUBOKAWA, TATSUYA, STRAWDERMAN, WILLIAM E.

“…This paper studies decision theoretic properties of benchmarked estimators which are of some importance in small area estimation problems. Benchmarking is…”
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ADMISSIBLE BAYES EQUIVARIANT ESTIMATION OF LOCATION VECTORS FOR SPHERICALLY SYMMETRIC DISTRIBUTIONS WITH UNKNOWN SCALE by Maruyama, Yuzo, Strawderman, William E.

“…This paper investigates estimation of the mean vector under invariant quadratic loss for a spherically symmetric location family with a residual vector with…”
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A New Class of Generalized Bayes Minimax Ridge Regression Estimators by Maruyama, Yuzo, Strawderman, William E.

“…Let y = Aβ + ε where y is an N x 1 vector of observations,β is a p x 1 vector of unknown regression coefficients, A is an N x p design matrix and ε is a…”
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A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors by Maruyama, Yuzo, Strawderman, William E.

“…Brown’s 1971 paper “Admissible estimators, recurrent diffusions and insoluble boundary value problems” is a landmark in the admissibility literature. It nearly…”
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Confidence Distributions and a Unifying Framework for Meta-Analysis by Xie, Minge, Singh, Kesar, Strawderman, William E.

“…This article develops a unifying framework, as well as robust meta-analysis approaches, for combining studies from independent sources. The device used in this…”
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Non-minimaxity of linear combinations of restricted location estimators and related problems by Kubokawa, Tatsuya, Strawderman, William E.

“…The estimation of a linear combination of several restricted location parameters is addressed from a decision-theoretic point of view. Although the…”
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An extended class of minimax generalized Bayes estimators of regression coefficients by Maruyama, Yuzo, Strawderman, William E.

“…We derive minimax generalized Bayes estimators of regression coefficients in the general linear model with spherically symmetric errors under invariant…”
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On combining unbiased and possibly biased correlated estimators by Zinonos, Stavros, Strawderman, William E.

“…We study estimators that combine an unbiased estimator with a possibly biased correlated estimator of a mean vector. The combined estimators are shrinkage-type…”
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Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions by Fourdrinier, Dominique, Strawderman, William E.

“…Let X ∼ f ( ∥ x - θ ∥ 2 ) and let δ π ( X ) be the generalized Bayes estimator of θ with respect to a spherically symmetric prior, π ( ∥ θ ∥ 2 ) , for loss ∥ δ…”
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Minimax estimation of a restricted mean for a one-parameter exponential family by Marchand, Éric, Rancourt, Fanny, Strawderman, William E.

“…For one-parameter exponential families, we provide a unified minimax result for estimating the mean under weighted squared error losses in the presence of a…”
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A Gaussian sequence approach for proving minimaxity: A Review by Maruyama, Yuzo, Strawderman, William E.

“…This paper reviews minimax best equivariant estimation in three invariant estimation problems: a location parameter, a scale parameter and a (Wishart)…”
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A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale by Maruyama, Yuzo, Strawderman, William E.

“…We consider quasi-admissibility/inadmissibility of Stein-type shrinkage estimators of the mean of a multivariate normal distribution with covariance matrix an…”
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Portfolio selection using hierarchical Bayesian analysis and MCMC methods by Greyserman, Alex, Jones, Douglas H., Strawderman, William E.

“…This paper contributes to portfolio selection methodology using a Bayesian forecast of the distribution of returns by stochastic approximation. New…”
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Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions by Fourdrinier, Dominique, Kortbi, Othmane, Strawderman, William E.

“…Bayes estimation of the mean of a variance mixture of multivariate normal distributions is considered under sum of squared errors loss. We find broad class of…”
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On priors which give Bayes minimax estimators of Baranchik’s form by Fourdrinier, Dominique, Strawderman, William E., Wells, Martin T.

“…We study the construction of prior distributions which give Bayes minimax estimators of a normal mean vector. Particular attention is paid to priors which are…”
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On predictive density estimation for location families under integrated absolute error loss by Kubokawa, Tatsuya, Marchand, Éric, Strawderman, William E.

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On An Intriguing Distributional Identity by Jones, M. C., Marchand, Éric, Strawderman, William E.

“…For a continuous random variable X with support equal to (a, b), with c.d.f. F, and g: Ω 1 → Ω 2 a continuous, strictly increasing function, such that Ω 1 ∩Ω 2…”
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