The role of the shape parameter in the estimation of the mean vector in multivariate Student-t population
Article
Article Title | The role of the shape parameter in the estimation of the mean vector in multivariate Student-t population |
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Article Category | Article |
Authors | |
Author | Khan, Shahjahan |
Journal Title | International Journal of Statistical Sciences |
Journal Citation | 3 (Special issue), pp. 69-89 |
Number of Pages | 21 |
Year | 2004 |
Place of Publication | Rajshahi, Bangladesh |
Abstract | The role of the shape parameter in determining the |
Keywords | shrinkage and positive-rule; shrinkage estimators; shape parameter; quadratic bias and risk; multivariate normal and Student-t; inverted gamma; non-central chi-square; F- distributions; incomplete beta ratio |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
Byline Affiliations | Department of Mathematics and Computing |
https://research.usq.edu.au/item/9xw82/the-role-of-the-shape-parameter-in-the-estimation-of-the-mean-vector-in-multivariate-student-t-population
1987
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