Shrinkage estimators under spherical symmetry for the general linear model

DOI10.1006/jmva.1995.1018zbMath0814.62029OpenAlexW2078615563MaRDI QIDQ1347087

Dominique Cellier, Dominique Fourdrinier

Publication date: 18 June 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1018

zbMATH Keywords

superharmonic functionsspherical symmetryshrinkage estimatorleast squares estimatorlocationdominationJames-Stein estimationunbiased estimatorgeneral linear modelgeneral quadratic loss

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99) Statistical decision theory (62C99)

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