Shrinkage Estimation Under Multivariate Elliptic Models (Q2839070): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| 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 | |||
Revision as of 19:30, 19 March 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
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
