Robustified version of Stein's multivariate location estimation (Q909388)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robustified version of Stein's multivariate location estimation |
scientific article |
Statements
Robustified version of Stein's multivariate location estimation (English)
0 references
1990
0 references
superharmonic function
0 references
Stein class of estimators
0 references
multivariate normal mean
0 references
quadratic loss
0 references
exponential in tails
0 references