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JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
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    JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR (English)
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    1 April 1993
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    double \(k\)-class estimators
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    jointly multivariate Student-\(t\) distribution
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    James-Stein type estimators
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    nonstochastic scalars
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    general quadratic loss
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    minumum variance unbiased estimator
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    bias
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    risk
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    mean square error matrix
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    variance-covariance matrix
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    dominance
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