Stein estimation for non-normal spherically symmetric location families in three dimensions
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Publication:1261297
DOI10.1016/0047-259X(92)90077-SzbMath0779.62048MaRDI QIDQ1261297
Ann Cohen Brandwein, Stefan S. Ralescu, William E. Strawderman
Publication date: 1 September 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items (7)
Shrinkage estimators of the location parameter for certain spherically symmetric distributions ⋮ A Note on the Comparison of the Stein Estimator and the James-Stein Estimator ⋮ Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family ⋮ An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression ⋮ Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes ⋮ On solutions for global Stein optimization problems with applications ⋮ Estimation under \(\ell_{1}\)-symmetry
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