Estimation of the mean of a spherically symmetric distribution with constraints on the norm (Q4521147)
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scientific article; zbMATH DE number 1545101
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| English | Estimation of the mean of a spherically symmetric distribution with constraints on the norm |
scientific article; zbMATH DE number 1545101 |
Statements
Estimation of the mean of a spherically symmetric distribution with constraints on the norm (English)
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19 June 2001
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constraints
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James-Stein estimation
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location parameter
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minimaxity
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norm
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robustness
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spherically symmetric distribution
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quadratic loss
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0.8646785020828247
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0.8483271598815918
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0.8481770157814026
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0.8445380330085754
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0.8435441255569458
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