Statistical Analysis with Missing Data (Roderick J. A. Little and Donald B. Rubin). - William E. Strawderman (SIAM Rev., 1989)

An extended class of minimax generalized Bayes estimators of regression coefficients. - Yuzo Maruyama; William E. Strawderman (J. Multivar. Anal., 2009)

A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators. - Tatsuya Kubokawa; William E. Strawderman (J. Multivar. Anal., 2011)

Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance. - S. Zinodiny; William E. Strawderman; A. Parsian (J. Multivar. Anal., 2011)

Confidence Distributions. - William E. Strawderman (International Encyclopedia of Statistical Science, 2011)

Minimaxity in predictive density estimation with parametric constraints. - Tatsuya Kubokawa; Éric Marchand; William E. Strawderman; Jean-Philippe Turcotte (J. Multivar. Anal., 2013)

Stochastic domination in predictive density estimation for ordered normal means under α-divergence loss. - Yuan-Tsung Chang; William E. Strawderman (J. Multivar. Anal., 2014)

On predictive density estimation for location families under integrated squared error loss. - Tatsuya Kubokawa; Éric Marchand; William E. Strawderman (J. Multivar. Anal., 2015)

A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale. - Yuzo Maruyama; William E. Strawderman (J. Multivar. Anal., 2017)

On efficient prediction and predictive density estimation for normal and spherically symmetric models. - Dominique Fourdrinier; Éric Marchand; William E. Strawderman (J. Multivar. Anal., 2019)

Improved loss estimation for a normal mean matrix. - Takeru Matsuda; William E. Strawderman (J. Multivar. Anal., 2019)

On shrinkage estimation for balanced loss functions. - Éric Marchand; William E. Strawderman (J. Multivar. Anal., 2020)