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zbMath0607.62056MaRDI QIDQ3746691

Dominique Cellier, Dominique Fourdrinier

Publication date: 1985

Full work available at URL: https://eudml.org/doc/108929

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

mean maximum likelihood estimator domination shrinkage estimators multivariate normal distribution general quadratic loss generalized James-Stein estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

Robust shrinkage estimators of the location parameter for elliptically symmetric distributions

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