Estimation of a Loss Function for Spherically Symmetric Distribution with Constraints on the Norm

DOI10.1007/978-3-319-22476-3_6zbMath1395.62045OpenAlexW2261159931MaRDI QIDQ2787232

Idir Ouassou

Publication date: 25 February 2016

Published in: Functional Statistics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-22476-3_6

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Quadratic loss estimation of a location parameter when a subset of its components is unknown
• A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
• Estimation of a parameter vector when some components are restricted
• Estimation of a loss function for spherically symmetric distributions in the general linear model
• Admissibility results in loss estimation
• Limit expressions for the risk of james‐stein estimators

This page was built for publication: Estimation of a Loss Function for Spherically Symmetric Distribution with Constraints on the Norm