On shrinkage m-estimators of location parameters (Q4723040)

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scientific article; zbMATH DE number 3996885
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On shrinkage m-estimators of location parameters
scientific article; zbMATH DE number 3996885

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    On shrinkage m-estimators of location parameters (English)
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    1985
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    James-Stein rule
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    shrinkage estimation
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    preliminary test estimation
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    asymptotic admissibility
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    asymptotic properties of the risk function
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    location parameter
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    M-estimators
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