Shrinkage estimation of location parameters in a multivariate skew-normal distribution

DOI10.1080/03610926.2019.1568481OpenAlexW2912397512WikidataQ128424916 ScholiaQ128424916MaRDI QIDQ5077405

William E. Strawderman, Ryota Yuasa, Tatsuya Kubokawa

Publication date: 18 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1568481

zbMATH Keywords

decision theoryempirical Bayesminimaxitymultivariate skew-normal distributionrisk functionquadratic loss functiondominance resultmean mixture of normal distributions

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Statistics (62-XX) Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15)

Related Items

Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution, Bayesian inference and prediction for mean-mixtures of normal distributions, Shrinkage estimator for scale parameter of gamma distribution

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