Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions
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DOI: 10.1007/s00184-014-0512-x
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Cited by:
- Ruili Sun & Tiefeng Ma & Shuangzhe Liu, 2018. "A Stein-type shrinkage estimator of the covariance matrix for portfolio selections," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(8), pages 931-952, November.
- Fourdrinier, Dominique & Haddouche, Anis M. & Mezoued, Fatiha, 2021. "Covariance matrix estimation under data-based loss," Statistics & Probability Letters, Elsevier, vol. 177(C).
- Stéphane Canu & Dominique Fourdrinier, 2023. "Data based loss estimation of the mean of a spherical distribution with a residual vector," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(8), pages 851-878, November.
- Hamid Karamikabir & Nasrin Karamikabir & Mohammad Ali Khajeian & Mahmoud Afshari, 2023. "Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-20, March.
- Karamikabir, Hamid & Afshari, Mahmoud, 2020. "Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility," Journal of Multivariate Analysis, Elsevier, vol. 177(C).
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Keywords
Stein type identity; Stein–Haff type identity; Location parameter; Spherically symmetric distributions; Elliptically symmetric distributions; Minimaxity; Data-based losses;All these keywords.
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