Stein estimation under elliptical distributions (Q1117641): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:15, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stein estimation under elliptical distributions |
scientific article |
Statements
Stein estimation under elliptical distributions (English)
0 references
1989
0 references
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.
0 references
robustness
0 references
spherical distributions
0 references
subclass of elliptical distributions
0 references
Stein estimators
0 references
mean vector
0 references
Unbiased estimates
0 references
risk
0 references