Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703)
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scientific article; zbMATH DE number 1924818
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| English | Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix |
scientific article; zbMATH DE number 1924818 |
Statements
Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (English)
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9 June 2003
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elliptically symmetric distributions
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James-Stein estimation
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location parameter
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minimax
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quadratic loss
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risk functions
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robustness
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unknown covariance
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0.9474069476127625
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0.8925809264183044
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0.8267843127250671
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0.8213787078857422
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0.8151441216468811
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