A note on classical Stein-type estimators in elliptically contoured models

DOI10.1016/J.JSPI.2009.11.001zbMath1181.62080OpenAlexW1966279209MaRDI QIDQ2266890

Yanyan Li

Publication date: 26 February 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.11.001

zbMATH Keywords

weight functioninverse Laplace transformelliptically contoured distributionsigned measurequadratic loss functionStein-type estimatorsmultiple regression model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Related Items (20)

Improved estimation in elliptical linear mixed measurement error models ⋮ New estimators of distribution functions ⋮ A Note on the Comparison of the Stein Estimator and the James-Stein Estimator ⋮ Shrinkage estimator of regression model under asymmetric loss ⋮ Stein’s Lemma for generalized skew-elliptical random vectors ⋮ Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ A ridge regression estimation approach to the measurement error model ⋮ Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors ⋮ Improving the estimators of the parameters of a probit regression model: a ridge regression approach ⋮ Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model ⋮ Simple regression in view of elliptical models ⋮ Simultaneous estimation of several CDF’s: homogeneity constraint ⋮ On shrinkage estimators in matrix variate elliptical models ⋮ Improved ridge regression estimators for the logistic regression model ⋮ Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models ⋮ Ridge Autoregression Estimation: LS Method ⋮ On Liu-type biased estimators in measurement error models ⋮ On some ridge regression estimators: a nonparametric approach ⋮ Regression model with elliptically contoured errors ⋮ Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal

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