Shrinkage estimation of location parameters in a multivariate skew-normal distribution (Q5077405)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Shrinkage estimation of location parameters in a multivariate skew-normal distribution |
scientific article; zbMATH DE number 7528877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation of location parameters in a multivariate skew-normal distribution |
scientific article; zbMATH DE number 7528877 |
Statements
Shrinkage estimation of location parameters in a multivariate skew-normal distribution (English)
0 references
18 May 2022
0 references
decision theory
0 references
dominance result
0 references
empirical Bayes
0 references
mean mixture of normal distributions
0 references
minimaxity
0 references
multivariate skew-normal distribution
0 references
quadratic loss function
0 references
risk function
0 references