Estimation of a loss function for spherically symmetric distributions in the general linear model

DOI10.1214/aos/1176324536zbMath0829.62011OpenAlexW2171993226MaRDI QIDQ1896271

Martin T. Wells, Dominique Fourdrinier

Publication date: 18 January 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324536

zbMATH Keywords

robustnessshrinkage estimatorleast squares estimatorsampling distributionspherically symmetric distributionunbiased loss estimatorgeneral linear modelloss estimationlocation estimatorsdomination results

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Statistical decision theory (62C99) General considerations in statistical decision theory (62C05)

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