Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation (Q1205800)
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scientific article; zbMATH DE number 148207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation |
scientific article; zbMATH DE number 148207 |
Statements
Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation (English)
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1 April 1993
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shrinkage estimators
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elliptical distributions
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variance reduction
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new class of minimax estimators
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location vector
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elliptical distribution
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scale mixture of normal densities
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unknown scale
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control variates
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known scale
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estimation of the normal mean
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common unknown variance
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0.8888642
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0.8868685
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0.8781933
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0.8745623
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0.87266034
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