Estimation of the mean of a spherically symmetric distribution with constraints on the norm

DOI10.2307/3315987zbMath0962.62052OpenAlexW2072346341MaRDI QIDQ4521147

Dominique Fourdrinier, Idir Ouassou

Publication date: 19 June 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/03a35b05d492b9d42790ed2b9d4a5950f2a76fd0

zbMATH Keywords

normrobustnessminimaxityconstraintslocation parameterquadratic lossspherically symmetric distributionJames-Stein estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss ⋮ The Kotz type ratio distribution ⋮ Estimation of a parameter vector when some components are restricted ⋮ The Kotz-type distribution with applications ⋮ Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss

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• Estimation of a multivariate mean with constraints on the norm

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