Robust estimation of common regression coefficients under spherical symmetry
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Publication:1206620
DOI10.1007/BF00121647zbMath0761.62037MaRDI QIDQ1206620
Publication date: 1 April 1993
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
common mean; robust estimation; elliptically contoured distributions; Graybill-Deal estimator; Stein effect; heteroscedastic linear model; estimating common regression coefficients; spherical symmetry assumption; Stein problem
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)
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