Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (Q1124248)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust shrinkage estimators of the location parameter for elliptically symmetric distributions |
scientific article |
Statements
Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (English)
0 references
1989
0 references
linear model
0 references
James-Stein estimators
0 references
shrinkage function
0 references
location parameter
0 references
spherically symmetric distribution
0 references
shrinkage estimators
0 references
sufficient conditions for uniform domination of the least squares estimator
0 references
elliptically symmetric distributions
0 references
quadratic loss functions
0 references
estimation of a normal mean vector
0 references
