Robustified version of Stein's multivariate location estimation
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Publication:909388
DOI10.1016/0167-7152(90)90149-2zbMath0694.62027MaRDI QIDQ909388
A. K. Md. Ehsanes Saleh, Jana Jureckova
Publication date: 1990
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(90)90149-2
quadratic loss; superharmonic function; multivariate normal mean; exponential in tails; Stein class of estimators
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
62F35: Robustness and adaptive procedures (parametric inference)
62C20: Minimax procedures in statistical decision theory
Cites Work