Stein estimation under elliptical distributions (Q1117641): Difference between revisions

In a subclass of elliptical distributions, Stein estimators are robust in estimating the mean vector and the regression parameters in a linear regression model. Unbiased estimates of bias and risk are also given for the regression model.

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Mathematics Subject Classification ID

62H12

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robustness

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spherical distributions

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subclass of elliptical distributions

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Stein estimators

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mean vector

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Unbiased estimates

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risk

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MaRDI profile type

MaRDI publication profile

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cites work

Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions

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Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables

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Minimax estimation of location vectors for a wide class of densities

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Minimax estimation of a multivariate normal mean under arbitrary quadratic loss

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Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix

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Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss

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Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss

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Estimation and decision for linear systems with elliptical random processes

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A condition for null robustness

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Q3185327

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Robustness of multivariate tests

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Q5628978

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Q3854462

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Minimax estimation of location parameters for certain spherically symmetric distributions

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Sitelinks

Mathematics(1 entry)

mardi Publication:1117641

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
+Normal rank
@@ Property / cites work @@
+Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
+Normal rank
@@ Property / cites work @@
+Minimax estimation of location vectors for a wide class of densities
+Normal rank
@@ Property / cites work @@
+Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
+Normal rank
@@ Property / cites work @@
+Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
+Normal rank
@@ Property / cites work @@
+Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
+Normal rank
@@ Property / cites work @@
+Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
+Normal rank
@@ Property / cites work @@
+Estimation and decision for linear systems with elliptical random processes
+Normal rank
@@ Property / cites work @@
+A condition for null robustness
@@ Property / cites work: A condition for null robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness of multivariate tests
@@ Property / cites work: Robustness of multivariate tests / rank @@
+Normal rank
@@ Property / cites work @@
+Q5628978
@@ Property / cites work: Q5628978 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3854462
@@ Property / cites work: Q3854462 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax estimation of location parameters for certain spherically symmetric distributions
+Normal rank