Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution (Q844874): Difference between revisions

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+https://doi.org/10.1016/j.spl.2009.10.009
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+W2038545192
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+A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
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+Empirical Bayes on vector observations: An extension of Stein's method
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+Q3707081
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+Q3999358
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+Q3971891
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+On estimation of a matrix of normal means with unknown covariance matrix
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+Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
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+Q4219536
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+Q3219581
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+On singular Wishart and singular multivariate beta distributions
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+Publication:844874