A note on classical Stein-type estimators in elliptically contoured models

DOI10.1016/j.jspi.2009.11.001zbMath1181.62080OpenAlexW1966279209MaRDI QIDQ2266890

Yanyan Li

Publication date: 26 February 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.11.001

zbMATH Keywords

weight functioninverse Laplace transformelliptically contoured distributionsigned measurequadratic loss functionStein-type estimatorsmultiple regression model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

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