Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
type: Item
instance of: scholarly article
title: Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
zbMATH Open document ID: 1014.62061
DOI: 10.1016/S0047-259X(02)00023-4
author: Dominique Fourdrinier
author: William E. Strawderman
author: Martin T. Wells
published in: Journal of Multivariate Analysis
publication date: 2003-06-09T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 1924818
zbMATH Keywords: elliptically symmetric distributions
zbMATH Keywords: James-Stein estimation
zbMATH Keywords: location parameter
zbMATH Keywords: minimax
zbMATH Keywords: quadratic loss
zbMATH Keywords: risk functions
zbMATH Keywords: robustness
zbMATH Keywords: unknown covariance
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1924818