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

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

Tatsuya Kubokawa, Dominique Fourdrinier, 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

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Skew-normal Distribution and Related Multivariate Families*
• A general class of multivariate skew-elliptical distributions
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A Skew Extension of the T-Distribution, with Applications
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Minimax estimation of means of multivariate normal mixtures
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Minimax estimation of location vectors for a wide class of densities
• Shrinkage estimators under spherical symmetry for the general linear model
• Bayes minimax estimators of a location vector for densities in the Berger class
• Shrinkage estimation
• Shrinkage estimation of location parameters in a multivariate skew-normal distribution

Cited In (1)

• On shrinkage m-estimators of location parameters

This page was built for publication: Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6133746)