Stein estimation under elliptical distributions (Q1117641): Difference between revisions
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Revision as of 03:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stein estimation under elliptical distributions |
scientific article |
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Stein estimation under elliptical distributions (English)
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1989
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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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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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