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Estimation of the mean of a spherically symmetric distribution with constraints on the norm - MaRDI portal

Estimation of the mean of a spherically symmetric distribution with constraints on the norm (Q4521147)

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scientific article; zbMATH DE number 1545101
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English
Estimation of the mean of a spherically symmetric distribution with constraints on the norm
scientific article; zbMATH DE number 1545101

    Statements

    Estimation of the mean of a spherically symmetric distribution with constraints on the norm (English)
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    19 June 2001
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    constraints
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    James-Stein estimation
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    location parameter
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    minimaxity
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    norm
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    robustness
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    spherically symmetric distribution
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    quadratic loss
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