On shrinkage m-estimators of location parameters

DOI10.1080/03610928508829046zbMath0615.62058OpenAlexW2030953311MaRDI QIDQ4723040

Pranab Kumar Sen, A. K. Md. Ehsanes Saleh

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/03610928508829046

zbMATH Keywords

M-estimatorsshrinkage estimationlocation parameterpreliminary test estimationJames-Stein ruleasymptotic admissibilityasymptotic properties of the risk function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

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