Robust estimation of common regression coefficients under spherical symmetry

DOI10.1007/BF00121647zbMath0761.62037MaRDI QIDQ1206620

S. Singh

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

common mean; robust estimation; elliptically contoured distributions; Graybill-Deal estimator; Stein effect; heteroscedastic linear model; estimating common regression coefficients; spherical symmetry assumption; Stein problem

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

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Cites Work

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