scientific article; zbMATH DE number 3928104

MaRDI QIDQ3702291zbMATH OpenFDO

Authors Karl Mosler

Publication date 1985

zbMATH Keywords

densitysufficient statisticunimodalStein estimatortranslation groupbest invariant estimatorelliptically contoured unimodal densitiesquasi-convex loss functionrandomized invariant estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Recommendations

• Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions
• Estimation with quadratic loss.
• Improving on minimum risk equivariant and linear minimax estimators of bounded multivariate location parameters
• Loss estimation for spherically symmetric distributions
• Quadratic loss estimation when certain components of the location parameter are positive

Cited in

(4)

• Quasi-convex loss functions, unimodal distributions, and the convolution theorem
• Improving on minimum risk equivariant and linear minimax estimators of bounded multivariate location parameters
• Universal estimators of a vector parameter
• scientific article; zbMATH DE number 1453177 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3702291)