Robustified version of Stein's multivariate location estimation
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Publication:909388
DOI10.1016/0167-7152(90)90149-2zbMath0694.62027OpenAlexW2106834504MaRDI QIDQ909388
A. K. Md. Ehsanes Saleh, Jana Jureckova
Publication date: 1990
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(90)90149-2
quadratic losssuperharmonic functionmultivariate normal meanexponential in tailsStein class of estimators
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)
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