Estimation of Large Covariance Matrices by Shrinking to Structured Target in Normal and Non-Normal Distributions by Jianbo Li, Jie Zhou, Bin Zhang

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Two-Stage Shrinkage Bayesian Estimators For The Shape Parameter of Pareto Distribution Dependent on Katti’s Regions by Marwa Hashem Abd Ali, Alaa Khlaif Jiheel, Zuhair Al-Hemyari

Subjects: “…Pareto distribution; Bayes estimator; Shrinkage Estimation; Katti’s Regions; Relative efficiency.…”
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Improved Penalty Strategies in Linear Regression Models by Bahadır Yüzbaşı, S. Ejaz Ahmed, Mehmet Güngör

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<i>k</i>-Covariance: An Approach of Ensemble Covariance Estimation and Undersampling to Stabilize the Covariance Matrix in the Global Minimum Variance Portfolio by Tuan Tran, Nhat Nguyen, Trung Nguyen

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Shape adaptive estimation using two normal distributions ECG by Hassan M. Aljohani

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Shrinking the Variance in Experts’ “Classical” Weights Used in Expert Judgment Aggregation by Gayan Dharmarathne, Gabriela F. Nane, Andrew Robinson, Anca M. Hanea

Subjects: “…shrinkage estimation…”
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Aiding the well celebrated Kuk's randomized response technique through auxiliary and prior information by Zawar Hussain, Ishtiaq Hussain, Salman A. Cheema, Kalim Ullah, Sultan Salem, Walid Emam, Yusra Tashkandy

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Objective Bayesian Estimators for the Right Censored Rayleigh Distribution by J.T. Ferreira, A. Bekker, M. Arashi

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Shrinkage Estimators of the Reliability Characteristics of a Family of Lifetime Distributions by Ajit Chaturvedi, Shruti Nandchahal

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<i>meta.shrinkage</i>: An R Package for Meta-Analyses for Simultaneously Estimating Individual Means by Nanami Taketomi, Hirofumi Michimae, Yuan-Tsung Chang, Takeshi Emura

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A Meta-Analysis for Simultaneously Estimating Individual Means with Shrinkage, Isotonic Regression and Pretests by Nanami Taketomi, Yoshihiko Konno, Yuan-Tsung Chang, Takeshi Emura

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Interval shrinkage estimation of two-parameter exponential distribution with random censored data by Ali Soori, Parviz Nasiri, Mehdi Jabbari Nooghabi, Farshin Hormozinejad, Mohammadreza Ghalani

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Sparse Estimation Strategies in Linear Mixed Effect Models for High-Dimensional Data Application by Eugene A. Opoku, Syed Ejaz Ahmed, Farouk S. Nathoo

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Shrinkage estimation of the regression parameters with multivariate normal errors by M. Arashi, S. M. M. Tabatabaey

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On SURE-Type Double Shrinkage Estimation by Jing, Bing-Yi, Li, Zhouping, Pan, Guangming, Zhou, Wang

Subjects: “…Double shrinkage estimators…”
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A class of Bivariate SURE estimators in heteroscedastic hierarchical normal models by S.K. Ghoreishi

Subjects: “…Asymptotic univariate shrinkage estimators…”
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Beating the market with small portfolios: Evidence from Brazil by André A.P. Santos

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Improved Average Estimation in Seemingly Unrelated Regressions by Ali Mehrabani, Aman Ullah

Subjects: “…Stein-type shrinkage estimator…”
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On Data-Enriched Logistic Regression by Cheng Zheng, Sayan Dasgupta, Yuxiang Xie, Asad Haris, Ying-Qing Chen

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On shrinkage covariance estimators: how inefficient is 1/N strategy of covariance estimation for portfolio selection in foreign exchange market? by Muhammad Husnain, Shamrez Ali, Qaiser Munir, Ammar Jreisat

Subjects: “…Shrinkage estimators…”
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