Estimating a general function of a quadratic function

DOI10.1007/s10463-006-0072-6zbMath1184.62088MaRDI QIDQ1039828

Patrice Lepelletier, Dominique Fourdrinier

Publication date: 23 November 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0072-6

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

35R45: Partial differential inequalities and systems of partial differential inequalities

35J60: Nonlinear elliptic equations

62C99: Statistical decision theory

46N30: Applications of functional analysis in probability theory and statistics

26D10: Inequalities involving derivatives and differential and integral operators

35Q62: PDEs in connection with statistics

Related Items

Bayes minimax estimators of a location vector for densities in the Berger class, Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions, Improved loss estimation for the lasso: a variable selection tool, On improved loss estimation for shrinkage estimators

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Conditional properties of statistical procedures for location and scale parameters
• Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
• Conditional properties of statistical procedures
• Minimax estimation of location parameters for spherically symmetric distributions with concave loss
• Generalizations of James-Stein estimators under spherical symmetry
• Improved estimates of location in the presence of an unknown scale
• Estimated confidence procedures for multivariate normal means
• Estimation améliorée explicite d'un degré de confiance conditionnel. (Explicit improved confidence statement)
• Loss estimation for spherically symmetric distributions
• Estimation of a loss function for spherically symmetric distributions in the general linear model
• Conditional Confidence Statements and Confidence Estimators
• A weak functional framework for applications in statistics