The bias and risk functions of some Stein-rules in elliptically contoured distributions (Q359395): Difference between revisions

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-Sévérien Nkurunziza
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+Sévérien Nkurunziza
@@ Property / author: Sévérien Nkurunziza / rank @@
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+MaRDI publication profile
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+Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations
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+Statistical inference for location and scale of elliptically contoured models with monotone missing data
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+A Necessary Power Divergence Type Family Tests of Multivariate Normality
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+Estimation and decision for linear systems with elliptical random processes
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+Q4718583
@@ Property / cites work: Q4718583 / rank @@
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+A new class of matrix variate elliptically contoured distributions
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+A test for elliptical symmetry
@@ Property / cites work: A test for elliptical symmetry / rank @@
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+Modern Multivariate Statistical Techniques
@@ Property / cites work: Modern Multivariate Statistical Techniques / rank @@
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+Q4178373
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+Restricted estimation in multivariate measurement error regression model
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+Q3185327
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+Some necessary uniform tests for spherical symmetry
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+The risk of pretest and shrinkage estimators
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+Shrinkage strategies in some multiple multi-factor dynamical systems
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+Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
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+Testing for ellipsoidal symmetry: a comparison study
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+Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
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+JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
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+Publication:359395