Shrinkage positive rule estimators for spherically symmetric distributions

DOI10.1006/JMVA.1995.1032MaRDI QIDQ1893360zbMATH OpenOpenAlexFDO

Authors Dominique Cellier, Dominique Fourdrinier, William E. Strawderman

Publication date 7 August 1995

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

Full work available at URL https://doi.org/10.1006/jmva.1995.1032

zbMATH Keywords

James-Stein estimatorspositive rule estimatorsshrinkage estimatorsspherically symmetric distributions

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(7)

• Shrinkage estimators under spherical symmetry for the general linear model
• Stein estimation -- a review
• On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
• A Bayes minimax result for spherically symmetric unimodal distributions
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution

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