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Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation

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  • M. Tan
  • L. Gleser

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Suggested Citation

  • M. Tan & L. Gleser, 1992. "Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(3), pages 537-550, September.
    • Handle: RePEc:spr:aistmt:v:44:y:1992:i:3:p:537-550
    DOI: 10.1007/BF00050704
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    References listed on IDEAS

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    1. Cellier, Dominique & Fourdrinier, Dominique & Robert, Christian, 1989. "Robust shrinkage estimators of the location parameter for elliptically symmetric distributions," Journal of Multivariate Analysis, Elsevier, vol. 29(1), pages 39-52, April.
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