Estimation of the Mean Vector of a Multivariate Elliptically Contoured Distribution

DOI10.1177/0008068320100303zbMath1279.62118OpenAlexW2518325544MaRDI QIDQ3110052

B. M. Golam Kibria, A. K. Md. Ehsanes Saleh

Publication date: 26 January 2012

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068320100303

zbMATH Keywords

quadratic riskelliptically contoured distributionshrinkage estimationpreliminary testlocation-scale model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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