A lower bound for the risk of classes of shrinkage estimators ina general multivariate estimation problem and some deduced estimators

DOI10.1080/03610928908830036zbMath0696.62132OpenAlexW2088408934MaRDI QIDQ3473117

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Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830036

zbMATH Keywords

quadratic riskminimaxityshrinkage estimatorselliptically symmetric distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) General considerations in statistical decision theory (62C05)

Cites Work

• Unnamed Item
• Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
• Minimax multiple shrinkage estimation
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean

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