Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (Q1124248)
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scientific article; zbMATH DE number 4111833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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