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Robust estimation of common regression coefficients under spherical symmetry

Author

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  • T. Kubokawa
  • C. Robert
  • A. Saleh

Abstract

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Suggested Citation

  • T. Kubokawa & C. Robert & A. Saleh, 1991. "Robust estimation of common regression coefficients under spherical symmetry," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(4), pages 677-688, December.
  • Handle: RePEc:spr:aistmt:v:43:y:1991:i:4:p:677-688
    DOI: 10.1007/BF00121647
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    References listed on IDEAS

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    1. Ghosh M. & Saleh A.K.Md.E. & Sen P.K., 1989. "Empirical Bayes Subset Estimation In Regression Models," Statistics & Risk Modeling, De Gruyter, vol. 7(1-2), pages 15-36, February.
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    Cited by:

    1. Dominique Fourdrinier & William Strawderman, 2015. "Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(4), pages 461-484, May.

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