JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR (Q4029931)
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scientific article; zbMATH DE number 146632
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| English | JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR |
scientific article; zbMATH DE number 146632 |
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JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR (English)
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1 April 1993
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double \(k\)-class estimators
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jointly multivariate Student-\(t\) distribution
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James-Stein type estimators
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nonstochastic scalars
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general quadratic loss
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minumum variance unbiased estimator
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bias
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risk
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mean square error matrix
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variance-covariance matrix
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dominance
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0.9027803
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