A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor? (Q1126152)
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scientific article; zbMATH DE number 955066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor? |
scientific article; zbMATH DE number 955066 |
Statements
A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor? (English)
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23 February 1997
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\(t\)-distributions
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minimaxity
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robustness
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quadratic loss
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location parameter
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spherically symmetric distribution
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known scale parameter
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residual vector
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Stein-like shrinkage estimators
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