Shrinkage estimation under multivariate elliptic models
Article
Article Title | Shrinkage estimation under multivariate elliptic models |
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ERA Journal ID | 791 |
Article Category | Article |
Authors | Arashi, M. (Author), Khan, Shahjahan (Author), Tabatabaey, S. M. M. (Author) and Soleimani, H. (Author) |
Journal Title | Communications in Statistics: Theory and Methods |
Journal Citation | 42 (11), pp. 2084-2103 |
Number of Pages | 20 |
Year | 2013 |
Publisher | Taylor & Francis |
Place of Publication | Philadelphia, PA. United States |
ISSN | 0361-0926 |
1532-415X | |
Digital Object Identifier (DOI) | https://doi.org/10.1080/03610926.2011.602492 |
Web Address (URL) | http://www.tandfonline.com/loi/lsta20 |
Abstract | The estimation of the location vector of a p-variate elliptically contoured distribution (ECD) is considered using independent random samples from two multivariate |
Keywords | bias; risk functions; elliptically contoured distributions; Hotteling's T2 statistic; quadratic loss; Stein-type and positive-rule shrinkage estimators. |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
380204. Panel data analysis | |
490103. Calculus of variations, mathematical aspects of systems theory and control theory | |
Public Notes | Files associated with this item cannot be displayed due to copyright restrictions. |
Byline Affiliations | Shahrood University of Technology, Iran |
Australian Centre for Sustainable Catchments | |
Ferdowsi University of Mashhad, Iran | |
Institution of Origin | University of Southern Queensland |
https://research.usq.edu.au/item/q1yy3/shrinkage-estimation-under-multivariate-elliptic-models
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