Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
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Publication:1124248
DOI10.1016/0047-259X(89)90075-4zbMath0678.62061MaRDI QIDQ1124248
Publication date: 1989
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
linear model; shrinkage estimators; location parameter; spherically symmetric distribution; elliptically symmetric distributions; shrinkage function; James-Stein estimators; quadratic loss functions; estimation of a normal mean vector; sufficient conditions for uniform domination of the least squares estimator
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62C20: Minimax procedures in statistical decision theory
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