Minimax estimation of location parameters for certain spherically symmetric distributions
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Cites work
- A family of admissible minimax estimators of the mean of a multivariate normal distribution
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
- Estimation with quadratic loss.
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3145638 (Why is no real title available?)
- Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
- On the Admissibility of Invariant Estimators of One or More Location Parameters
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
Cited in
(35)- Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
- Stein estimation under elliptical distributions
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
- Admissible and minimax multiparameter estimation in exponential families
- Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator
- On estimation with balanced loss functions
- Bayes estimates as expanders in one and two dimensions
- Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
- On shrinkage estimation for balanced loss functions
- On improved shrinkage estimators for concave loss
- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
- Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
- Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
- Stein estimation for spherically symmetric distributions: recent developments
- Improved estimation for the parameters of an inverse gaussian distribution
- ϵ-Admissible Estimators for Normal and Poisson Means
- Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
- Schur\(^2\)-concavity properties of Gaussian measures, with applications to hypotheses testing
- Improved estimators of a location vector with unknown scale parameter
- James-stein estimation with constraints on the norm
- Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector
- Minimax estimation for certain independent component districutions under welghted squared error loss
- Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
- Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function
- Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution
- On combining unbiased and possibly biased correlated estimators
- On minimax shrinkage estimation with variable selection
- Two new Bayesian-wavelet thresholds estimations of elliptical distribution parameters under non-linear exponential balanced loss
- On minimaxity of shrinkage estimators under concave loss
- On predictive density estimation for location families under integrated squared error loss
- Bayes prediction in the linear model with spherically symmetric errors
- Minimax estimation of means of multivariate normal mixtures
- A unified and generalized set of shrinkage bounds on minimax Stein estimates
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
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