Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions
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Publication:2342936
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Cites work
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
- A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
- A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
- An identity for the Wishart distribution with applications
- Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions
- Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
- Estimation of the mean of a multivariate normal distribution
- Estimation robuste pour des lois à symétrie elliptique à matrice de covariance inconnue
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 1220667 (Why is no real title available?)
- Integral inequality for minimaxity in the Stein problem
- Loss estimation for spherically symmetric distributions
- Minimax estimation of location vectors for a wide class of densities
- On completeness of the general linear model with spherically symmetric errors
- On improved loss estimation for shrinkage estimators
- On the non existence of unbiased estimators of risk for spherically symmetric distributions
- Robust estimation of common regression coefficients under spherical symmetry
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
- Shrinkage estimators under spherical symmetry for the general linear model
Cited in
(14)- Loss estimation for spherically symmetric distributions
- Covariance matrix estimation under data-based loss
- Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
- scientific article; zbMATH DE number 3928104 (Why is no real title available?)
- scientific article; zbMATH DE number 3936163 (Why is no real title available?)
- New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
- Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss
- Data based loss estimation of the mean of a spherical distribution with a residual vector
- Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss
- Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss
- Truncated Estimators for a Precision Matrix
- Bayesian shrinkage wavelet estimation of mean matrix of the matrix variate normal distribution with application in de-noising
- Location parameter estimation for elliptical distribution under the balanced-LINEX loss
- Low and high dimensional wavelet thresholds for matrix-variate normal distribution
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