Estimation of the mean vector of a multivariate elliptically contoured distribution

DOI10.1177/0008068320100303MaRDI QIDQ3110052zbMATH OpenOpenAlexFDO

Authors B. M. Golam Kibria, A. K. Md. Ehsanes Saleh

Publication date 26 January 2012

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068320100303

zbMATH Keywords

elliptically contoured distributionlocation-scale modelpreliminary testquadratic riskshrinkage estimation

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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Cited in

(12)

• Multivariate targeting with applications to ellipse estimation.
• Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
• A paradoxical argument about domination
• Shrinkage estimation under multivariate elliptic models
• Shrinkage estimation in elliptically contoured distribution with restricted parameter space
• Estimation of the mean vector of a multivariate normal distribution under symmetry
• Simple regression in view of elliptical models
• On the ridge regression estimator with sub-space restriction
• Preliminary test and Stein-type estimation of location parameter for elliptically contoured distributions
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
• On the performance of the new minimax shrinkage estimators for a normal mean vector
• A legacy in statistics: the life and contributions of Professor A. K. Md. Ehsanes Saleh

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