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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2018
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| Materias: | |
| 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 |