Stein estimation under elliptical distributions

In a subclass of elliptical distributions, Stein estimators are robust in estimating the mean vector and the regression parameters in a linear regression model. Unbiased estimates of bias and risk are also given for the regression model.

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Year of publication:	1989
Authors:	Srivastava, M. S. ; Bilodeau, M.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 28.1989, 2, p. 247-259
Publisher:	Elsevier
Keywords:	elliptical distribution robustness spherical distributions Stein estimators

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221227