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 |
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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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