Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector
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DOI: 10.1007/s00184-013-0437-9
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- Fourdrinier, Dominique & Kortbi, Othmane & Strawderman, William E., 2008. "Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 99(1), pages 74-93, January.
- Strawderman, William E., 1974. "Minimax estimation of location parameters for certain spherically symmetric distributions," Journal of Multivariate Analysis, Elsevier, vol. 4(3), pages 255-264, September.
- Fourdrinier, Dominique & Strawderman, William E. & Wells, Martin T., 2003. "Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 24-39, April.
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Keywords
Spherical symmetry; Bayes estimators; Minimax estimators; Quadratic loss;All these keywords.
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