Shrinkage Estimation Under Multivariate Elliptic Models
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Publication:2839070
DOI10.1080/03610926.2011.602492zbMath1319.62110MaRDI QIDQ2839070
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Publication date: 4 July 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.602492
quadratic loss; elliptically contoured distributions; bias and risk functions; Hoteling's \(T^2\) statistic; Stein-type and positive-rule shrinkage estimators
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62F10: Point estimation
Cites Work
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