Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation

zbMath0763.62031MaRDI QIDQ1205800

Leon Jay Gleser, Ming Tan

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

elliptical distributionsvariance reductionshrinkage estimatorselliptical distributioncontrol variateslocation vectorcommon unknown varianceestimation of the normal meanknown scalenew class of minimax estimatorsscale mixture of normal densitiesunknown scale

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Monte Carlo methods (65C05)

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