Robustness of Stein-type estimators under a non-scalar error covariance structure
DOI10.1016/J.JMVA.2009.03.010zbMATH Open1175.62074OpenAlexW2055857388MaRDI QIDQ1036802FDOQ1036802
Authors: Xinyu Zhang, Ti Chen, Alan T. K. Wan, Guohua Zou 
Publication date: 13 November 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.03.010
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Cited In (4)
- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
- On the sensitivity of pre-test estimators to covariance misspecification
- A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted
- Title not available (Why is that?)
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