On some shrinkage estimators of multivariate location

DOI10.1214/aos/1176346592zbMath0564.62029OpenAlexW1975470816MaRDI QIDQ1058238

A. K. Md. Ehsanes Saleh, Pranab Kumar Sen

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346592

zbMATH Keywords

robustnesscritical valuelocal alternativespreliminary testrank statisticsasymptotic riskU- statisticsdiagonally symmetric multivariate distributionJames-Stein type estimation rulerelative risksshrinkage estimators of location

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Admissibility in statistical decision theory (62C15) Nonparametric inference (62G99)

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