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Journal of Multivariate Analysis

Volumn 85, Issue 1, 2003, Pages 24-39

Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix

(3) Fourdrinier, Dominique a Strawderman, William E b Wells, Martin T c

a UNIVERSITÉ DE ROUEN (France)

b RUTGERS UNIVERSITY (United States)

c Cornell University ^* (United States)

Author keywords

Elliptically symmetric distributions; James Stein estimation; Location parameter; Minimax; Quadratic loss; Risk function; Robustness; Unknown covariance

Indexed keywords

EID: 0037691801 PISSN: 0047259X EISSN: None Source Type: Journal
DOI: 10.1016/S0047-259X(02)00023-4 Document Type: Article

Times cited : (29)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.