Simultaneous estimation of location parameters for sign-invariant distributions

DOI10.1214/aos/1069362397zbMath0881.62060OpenAlexW2029360965MaRDI QIDQ1374238

Jian-Lun Xu

Publication date: 22 February 1998

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

Full work available at URL: https://doi.org/10.1214/aos/1069362397

zbMATH Keywords

quadratic losssimultaneous estimationrisk functionlocation parameterssign-invariant distributions

Mathematics Subject Classification ID

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

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