A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
Author:
Publisher
Walter de Gruyter GmbH
Link
https://www.degruyter.com/document/doi/10.1524/stnd.21.1.69.20318/pdf
Reference11 articles.
1. Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix
2. A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
3. Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
4. A characterization of spherical distributions
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