Improved estimates of location in the presence of an unknown scale

DOI10.1016/0047-259X(91)90103-9zbMath0761.62067MaRDI QIDQ1182764

William E. Strawderman, Ann Cohen Brandwein

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

spherically symmetric distributiongeneral quadratic lossconcave functions of quadratic loss

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical decision theory (62C99)

Related Items (1)

Estimating a general function of a quadratic function

Cites Work

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• Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
• Minimax estimation of location parameters for spherically symmetric distributions with concave loss
• Estimation of the mean of a multivariate normal distribution
• Generalizations of James-Stein estimators under spherical symmetry

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