Estimation of location parameters for spherically symmetric distributions
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Publication:2489766
DOI10.1016/j.jmva.2005.03.013zbMath1086.62071OpenAlexW1999810549MaRDI QIDQ2489766
Publication date: 28 April 2006
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2005.03.013
Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical decision theory (62C99) Admissibility in statistical decision theory (62C15)
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Cites Work
- Simultaneous estimation of location parameters under quadratic loss
- Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
- Minimax estimation of location parameters for spherically symmetric distributions with concave loss
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
- Estimation of the mean of a multivariate normal distribution
- Generalizations of James-Stein estimators under spherical symmetry
- Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
- Simultaneous estimation of location parameters for sign-invariant distributions
- Stein estimation: The spherically symmetric case
- Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
- A Useful Inequality on Ratios of Integrals, With Application to Maximum Likelihood Estimation
- Minimax estimation for certain independent component districutions under welghted squared error loss
- On the Admissibility of Invariant Estimators of One or More Location Parameters
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