On extension of some identities for the bias and risk functions in elliptically contoured distributions

DOI10.1016/j.jmva.2013.07.005zbMath1279.62117OpenAlexW2036581264MaRDI QIDQ391881

Fuqi Chen, Sévérien Nkurunziza

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.005

zbMATH Keywords

matrix estimationrisk functionbias functionKronecker-productStein rules

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Pretest and shrinkage estimators in generalized partially linear models with application to real data, Inference in a multivariate generalized mean-reverting process with a change-point, Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data

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