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

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

Abstract 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....

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Bibliographic Details
Main Authors: Hamid Karamikabir, Mahmoud Afshari, Mohammad Arashi
Format: Article
Language:English
Published: SpringerOpen 2018-12-01
Series:Journal of Inequalities and Applications
Subjects:
Baranchik-type estimator
Balance loss function
Restricted estimator
Shrinkage estimator
Spherical distribution
Online Access:http://link.springer.com/article/10.1186/s13660-018-1919-0

Internet

http://link.springer.com/article/10.1186/s13660-018-1919-0

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