On shrinkage estimators in matrix variate elliptical models

DOI10.1007/s00184-014-0488-6zbMath1333.62174OpenAlexW2082836022MaRDI QIDQ2256597

Mohammad Arashi, A. Tajadod, B. M. Golam Kibria

Publication date: 19 February 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-014-0488-6

zbMATH Keywords

elliptically contoured distributionshrinkage estimationmultivariate \(t\)risk function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items

Simultaneous estimation of several CDF’s: homogeneity constraint ⋮ Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors

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