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William E. Strawderman
Researcher at Rutgers University
Publications - 229
Citations - 4404
William E. Strawderman is an academic researcher from Rutgers University. The author has contributed to research in topics: Estimator & Minimax. The author has an hindex of 36, co-authored 225 publications receiving 4108 citations. Previous affiliations of William E. Strawderman include National Institute of Standards and Technology & University of Medicine and Dentistry of New Jersey.
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Posterior propriety and admissibility of hyperpriors in normal hierarchical models
TL;DR: For exchangeable hierarchical multivariate normal models, it is first determined when a standard class of hierarchical priors results in proper or improper posteriors, and which elements of this class lead to admissible estimators of the mean under quadratic loss.
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Minimax Estimation of Powers of the Variance of a Normal Population Under Squared Error Loss
TL;DR: In this paper, the problem of estimating the variance of a normal distribution is considered when loss is essentially squared error, and a class of minimax estimators is found by extending the techniques of Stein.
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Confidence Bands for Linear Regression with Restricted Predictor Variables
TL;DR: In this article, a class of sets is defined that restricts the range of the predictor variables, and confidence bands for a regression function over are constructed, which, for fixed α, are narrower than the Scheffe bands.
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On estimation with balanced loss functions
TL;DR: Gupta et al. as mentioned in this paper studied the notion of balanced loss in the context of a general linear model to reflect both goodness of fit and precision of estimation and showed that frequentist and Bayesian results for balanced loss follow from and also imply related results for quadratic loss functions reflecting only precision of estimations.
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Minimax Estimation of Location Parameters for Spherically Symmetric Distributions with Concave Loss
TL;DR: In this paper, the minimax estimators of Theta whose risks are smaller than the risk of X (the best invariant estimator) are found when the loss is a nondecreasing concave function of quadratic loss.