The bias and risk functions of some Stein-rules in elliptically contoured distributions
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Publication:359395
DOI10.3103/S1066530713010043zbMath1284.62191MaRDI QIDQ359395
Publication date: 12 August 2013
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
shrinkage estimatorselliptically contoured distributionsrisk functionbias functionmatrix estimatorpretest estimatorsStein-rules
Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)
Related Items (2)
The risk of tensor Stein-rules in elliptically contoured distributions ⋮ A class of Stein-rules in multivariate regression model with structural changes
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