Improved estimation of the mean vector for student-t model

DOI10.1080/03610920008832499zbMath0993.62046MaRDI 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 risk; bias; dominance; maximum likelihood estimators; likelihood ratio tests; relative efficiency; multivariate normal; uncertain prior information; Student t distribution; James-Stein estimators; inverted gamma distributions

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62H15: Hypothesis testing in multivariate analysis

Related Items

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

Cites Work

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