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

DOI10.1214/AOS/1176324536MaRDI QIDQ1896271zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(28)

• Estimating a general function of a quadratic function
• On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
• Stein estimation -- a review
• Robust estimation of common regression coefficients under spherical symmetry
• Admissibility results under some balanced loss functions for a functional regression model
• Quadratic loss estimation of a location parameter when a subset of its components is unknown
• Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions
• scientific article; zbMATH DE number 4157710 (Why is no real title available?)
• Estimation améliorée explicite d'un degré de confiance conditionnel. (Explicit improved confidence statement)
• The exact information loss of the maximum likelihood estimator in the \(k\)-dimensional sphere model.
• A weak functional framework for applications in statistics
• Loss estimation for spherically symmetric distributions
• Shrinkage estimators under spherical symmetry for the general linear model
• Estimation of a loss function for spherically symmetric distribution with constraints on the norm
• Data based loss estimation of the mean of a spherical distribution with a residual vector
• Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
• Quadratic loss estimation when certain components of the location parameter are positive
• On improved loss estimation for shrinkage estimators
• On variance estimation of the ratio estimator under two-phase sampling
• scientific article; zbMATH DE number 148769 (Why is no real title available?)
• On Bayes and unbiased estimators of loss
• Improved loss estimation for the lasso: a variable selection tool
• Testing for spherical symmetry via the empirical characteristic function
• A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
• Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
• Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
• Diagnostic procedures for spherically symmetric distributions
• On the non existence of unbiased estimators of risk for spherically symmetric distributions

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