Let X ; V 1 ; y; V nΓ1 be n random vectors in R p with joint density of the form where both y and S are unknown. We consider the problem of the estimation of y with the invariant loss Γ°d Γ yΓ 0 S Γ1 Γ°d Γ yΓ and propose estimators which dominate the usual estimator d 0 Γ°X Γ ΒΌ X simultaneously for th
β¦ LIBER β¦
On shrinkage estimators in matrix variate elliptical models
β Scribed by Arashi, M.; Kibria, B. M. Golam; Tajadod, A.
- Book ID
- 125341140
- Publisher
- Springer
- Year
- 2014
- Tongue
- English
- Weight
- 272 KB
- Volume
- 78
- Category
- Article
- ISSN
- 0026-1335
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