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

DOI10.1214/AOS/1176324536zbMATH Open0829.62011OpenAlexW2171993226MaRDI QIDQ1896271FDOQ1896271

Authors: Dominique Fourdrinier, Martin T. Wells 

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

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zbMATH Keywords

general linear modelrobustnesssampling distributionleast squares estimatorshrinkage estimatorspherically symmetric distributionunbiased loss estimatorloss estimationlocation estimatorsdomination results

Mathematics Subject Classification ID

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

Cited In (28)

• Quadratic loss estimation of a location parameter when a subset of its components is unknown
• Stein estimation -- a review
• Diagnostic procedures for spherically symmetric distributions
• Estimation of a loss function for spherically symmetric distribution with constraints on the norm
• Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
• A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
• Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
• Title not available (Why is that?)
• Testing for spherical symmetry via the empirical characteristic function
• Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions
• Data based loss estimation of the mean of a spherical distribution with a residual vector
• Improved loss estimation for the lasso: a variable selection tool
• On Bayes and unbiased estimators of loss
• A weak functional framework for applications in statistics
• Title not available (Why is that?)
• Estimating a general function of a quadratic function
• Quadratic loss estimation when certain components of the location parameter are positive
• Estimation améliorée explicite d'un degré de confiance conditionnel. (Explicit improved confidence statement)
• On improved loss estimation for shrinkage estimators
• Robust estimation of common regression coefficients under spherical symmetry
• Loss estimation for spherically symmetric distributions
• Shrinkage estimators under spherical symmetry for the general linear model
• On the non existence of unbiased estimators of risk for spherically symmetric distributions
• Admissibility results under some balanced loss functions for a functional regression model
• The exact information loss of the maximum likelihood estimator in the \(k\)-dimensional sphere model.
• Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
• On variance estimation of the ratio estimator under two-phase sampling
• On shrinkage estimation of a spherically symmetric distribution for balanced loss functions

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