Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix (Q3627404)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix |
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Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix (English)
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12 May 2009
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James-Stein estimation
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location parameter
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quadratic loss
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Stein's loss
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risk function
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robustness
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unknown covariance
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minimax
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