Stein estimation under elliptical distributions. (English) Zbl 0667.62039
In a subclass of elliptical distributions, Stein estimators are robust in estimating the mean vector and the regression parameters in a linear regression model. Unbiased estimates of bias and risk are also given for the regression model.
Keywords:
robustness; spherical distributions; subclass of elliptical distributions; Stein estimators; mean vector; Unbiased estimates; riskReferences:
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