On Improved Estimates of Location in the Presence of an Unknown Scale

DOI10.1142/9789812567765_0026zbMath1266.62038OpenAlexW2501080175MaRDI QIDQ5299736

Jian-Lun Xu

Publication date: 21 June 2013

Published in: Contemporary Multivariate Analysis and Design of Experiments (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789812567765_0026

zbMATH Keywords

superharmonic functionsspherical symmetryquadratic lossJames-Stein estimationlocation vectornondecreasing concave loss

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical decision theory (62C99)

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