Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
From MaRDI portal
Publication:2637612
DOI10.1016/j.jmva.2013.12.012zbMath1280.62064arXiv1211.1456MaRDI QIDQ2637612
Cheng Wang, Baiqi Miao, Longbing Cao, Tie Jun Tong
Publication date: 13 February 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.1456
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62C99: Statistical decision theory
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