Shrinkage Estimation Under Multivariate Elliptic Models
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Publication:2839070
DOI10.1080/03610926.2011.602492zbMath1319.62110OpenAlexW2001448759MaRDI QIDQ2839070
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Publication date: 4 July 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.602492
quadratic losselliptically contoured distributionsbias and risk functionsHoteling's \(T^2\) statisticStein-type and positive-rule shrinkage estimators
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)
Cites Work
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