Shrinkage Estimation Under Multivariate Elliptic Models (Q2839070): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03610926.2011.602492 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2001448759 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pooling multivariate data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4420195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved variance estimation under sub-space restriction / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Biases in Estimation Due to the Use of Preliminary Tests of Significance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and decision for linear systems with elliptical random processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888881 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999358 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3232636 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3903898 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4178373 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of estimators of means based on p-samples from multivariate student-t population / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness of the student t based M-estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of Preliminary Test and Stein‐Type Estimation With Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein estimation under elliptical distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Robustness of LM, LR, and W Tests in Regression Models / rank
 
Normal rank

Latest revision as of 15:14, 6 July 2024

scientific article
Language Label Description Also known as
English
Shrinkage Estimation Under Multivariate Elliptic Models
scientific article

    Statements

    Shrinkage Estimation Under Multivariate Elliptic Models (English)
    0 references
    4 July 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    bias and risk functions
    0 references
    elliptically contoured distributions
    0 references
    Hoteling's \(T^2\) statistic
    0 references
    quadratic loss
    0 references
    Stein-type and positive-rule shrinkage estimators
    0 references
    0 references