Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss

DOI10.1186/s13660-018-1919-0zbMath1498.62107OpenAlexW2902723488WikidataQ60309305 ScholiaQ60309305MaRDI QIDQ2061464

Mahmoud Afshari, Mohammad Arashi, Hamid Karamikabir

Publication date: 15 December 2021

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-018-1919-0

zbMATH Keywords

shrinkage estimatorrestricted estimatorspherical distributionBaranchik-type estimatorbalance loss function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (6)

New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss ⋮ Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function ⋮ Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss ⋮ Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility ⋮ Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal ⋮ Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss

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