On completeness of the general linear model with spherically symmetric errors

DOI10.1016/J.STAMET.2013.04.005zbMath1486.62160OpenAlexW2094939195MaRDI QIDQ1731217

Martin T. Wells, Dominique Fourdrinier, William E. Strawderman

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2013.04.005

zbMATH Keywords

convolutioncompletenesscharacteristic functionsspherically symmetric distributionslocation parameterscale parametergeneral linear modelminimal sufficiency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (2)

Estimation of the inverse scatter matrix of an elliptically symmetric distribution ⋮ Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions

Cites Work

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• A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
• Completeness of location families, translated moments, and uniqueness of charges
• Uniformly minimum variance estimation in location parameter families
• Shrinkage estimators under spherical symmetry for the general linear model
• Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
• A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution

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