Shrinkage positive rule estimators for spherically symmetric distributions

DOI10.1006/jmva.1995.1032zbMath0877.62054OpenAlexW2002609411MaRDI QIDQ1893360

Dominique Fourdrinier, William E. Strawderman, Dominique Cellier

Publication date: 7 August 1995

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

Full work available at URL: https://doi.org/10.1006/jmva.1995.1032

zbMATH Keywords

spherically symmetric distributionsshrinkage estimatorsJames-Stein estimatorspositive rule estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

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A Bayes minimax result for spherically symmetric unimodal distributions ⋮ Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError ⋮ Robust improvement in estimation of a mean matrix in an elliptically contoured distribution ⋮ Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions ⋮ Stein estimation -- a review

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