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

DOI10.1007/S13171-022-00280-9MaRDI QIDQ6133746FDOQ6133746

Authors Dominique Fourdrinier, Tatsuya Kubokawa, William E. Strawderman

Publication date 21 August 2023

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

zbMATH Keywords

skew normal distributionminimaxitydominance propertyshrinkage estimationskew elliptic distribution

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3980216 (Why is no real title available?)
• A Skew Extension of the T-Distribution, with Applications
• A general class of multivariate skew-elliptical distributions
• Bayes minimax estimators of a location vector for densities in the Berger class
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Estimation of the mean of a multivariate normal distribution
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of means of multivariate normal mixtures
• Shrinkage estimation
• Shrinkage estimation of location parameters in a multivariate skew-normal distribution
• Shrinkage estimators under spherical symmetry for the general linear model
• The Skew-normal Distribution and Related Multivariate Families*

Cited in

(1)

• On shrinkage m-estimators of location parameters

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