Minimax estimation of location parameters for spherically symmetric distributions with concave loss
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Publication:1138860
DOI10.1214/aos/1176344953zbMath0432.62008OpenAlexW3121473788MaRDI QIDQ1138860
Ann Cohen Brandwein, William E. Strawderman
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344953
spherically symmetric distributionsmultivariate normalconcave lossminimax estimation of location parameters
Estimation in multivariate analysis (62H12) Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)
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