Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution

DOI10.1007/S13171-022-00280-9MaRDI QIDQ6133746

Tatsuya Kubokawa, Dominique Fourdrinier, William E. Strawderman

Publication date: 21 August 2023

Published in: Sankhyā. Series A (Search for Journal in Brave)

zbMATH Keywords

shrinkage estimationminimaxityskew normal distributiondominance propertyskew elliptic distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical decision theory (62C99)

Cites Work

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