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Estimation of the Mean Vector of a Multivariate Elliptically Contoured Distribution - MaRDI portal

Estimation of the Mean Vector of a Multivariate Elliptically Contoured Distribution (Q3110052)

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Estimation of the Mean Vector of a Multivariate Elliptically Contoured Distribution
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    Estimation of the Mean Vector of a Multivariate Elliptically Contoured Distribution (English)
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    26 January 2012
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    elliptically contoured distribution
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    location-scale model
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    preliminary test
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    quadratic risk
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    shrinkage estimation
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