Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation
| Year of publication: |
1992
|
|---|---|
| Authors: | Tan, M. ; Gleser, L. |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 44.1992, 3, p. 537-550
|
| Publisher: |
Springer |
| Subject: | Minimax estimators | shrinkage estimators | elliptical distributions | scale mixture of normal | Monte Carlo simulation | variance reduction |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395647