Stein–type shrinkage quantile estimation

DOI10.1080/07362990008809682zbMath0964.62040OpenAlexW2137288035MaRDI QIDQ4495497

S. Ejaz Ahmed

Publication date: 19 July 2001

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990008809682

zbMATH Keywords

quantilesStein-type estimatorCauchy distributionpositive-part estimatorasymptotic quadratic bias

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Related Items (1)

Stein-type estimation using ranked set sampling

Cites Work

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• Stein estimation: The spherically symmetric case
• Approximation Theorems of Mathematical Statistics
• Inference based on conditional speclfication
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

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