Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (Q1124248)

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scientific article; zbMATH DE number 4111833
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Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
scientific article; zbMATH DE number 4111833

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    Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (English)
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    1989
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    linear model
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    James-Stein estimators
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    shrinkage function
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    location parameter
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    spherically symmetric distribution
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    shrinkage estimators
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    sufficient conditions for uniform domination of the least squares estimator
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    elliptically symmetric distributions
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    quadratic loss functions
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    estimation of a normal mean vector
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