Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss

Parameter estimation in multivariate analysis is important, particularly when parameter space is restricted. Among different methods, the shrinkage estimation is of interest. In this article we consider the problem of estimating the p-dimensional mean vector in spherically symmetric models. A domina...

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Detalles Bibliográficos
Autores principales: Karamikabir, Hamid, Afshari, Mahmoud, Arashi, Mohammad
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6280813/
https://www.ncbi.nlm.nih.gov/pubmed/30839820
http://dx.doi.org/10.1186/s13660-018-1919-0

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6280813/
https://www.ncbi.nlm.nih.gov/pubmed/30839820
http://dx.doi.org/10.1186/s13660-018-1919-0

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