Improved estimation of the mean vector for Student-t model.
Article
Article Title | Improved estimation of the mean vector for Student-t model. |
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ERA Journal ID | 791 |
Article Category | Article |
Authors | |
Author | Khan, Shahjahan |
Journal Title | Communications in Statistics: Theory and Methods |
Journal Citation | 29 (3), pp. 507-527 |
Number of Pages | 21 |
Year | 2000 |
Publisher | Taylor & Francis |
Place of Publication | USA |
ISSN | 0361-0926 |
1532-415X | |
Web Address (URL) | http://journalsonline.tandf.co.uk/(mnjwynbsuojczd55hissnlis)/app/home/journal.asp?referrer=parent&backto=browsepublicationsresults,219,1309; |
Abstract | Improved James-Stein type estimation of the mean vector |
Keywords | uncertain prior information, maximum likelihood estimator, likelihood ratio test, James-Stein estimator, preliminary test and shrinkage estimator, bias, quadratic risk, multivariate normal, Student-t and inverted gamma distributions, dominance, and relative efficiency |
ANZSRC Field of Research 2020 | 490599. Statistics not elsewhere classified |
490509. Statistical theory | |
Public Notes | File reproduced in accordance with the copyright policy of the publisher/author. |
Byline Affiliations | Department of Mathematics and Computing |
https://research.usq.edu.au/item/9xvx8/improved-estimation-of-the-mean-vector-for-student-t-model
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