Shrinkage Estimation Under Multivariate Elliptic Models (Q2839070)
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scientific article; zbMATH DE number 6184051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage Estimation Under Multivariate Elliptic Models |
scientific article; zbMATH DE number 6184051 |
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Shrinkage Estimation Under Multivariate Elliptic Models (English)
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4 July 2013
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bias and risk functions
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elliptically contoured distributions
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Hoteling's \(T^2\) statistic
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quadratic loss
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Stein-type and positive-rule shrinkage estimators
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