Improved estimation of the mean vector for student-t model

DOI10.1080/03610920008832499zbMath0993.62046OpenAlexW2064179303MaRDI QIDQ4541706

Shahjahan Khan

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920008832499

zbMATH Keywords

quadratic riskbiasdominancemaximum likelihood estimatorslikelihood ratio testsrelative efficiencymultivariate normaluncertain prior informationStudent t distributionJames-Stein estimatorsinverted gamma distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Hypothesis testing in multivariate analysis (62H15)

Related Items

The bivariate noncentral chi-square distribution -- a compound distribution approach, Testing equality of two intercepts for the parallel regression model with non sample prior information, Preliminary test and Stein estimations in simultaneous linear equations

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