Title : ( A note on classical Stein-type estimators in elliptically contoured models )
Authors: Mohammad Arashi , Mohammad Mehdi Tabatabaey Mashhadi ,
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Abstract
In this paper the conditions under which a broad class of Stein-type estimators dominates the best invariant unbiased estimator of the mean of an elliptically contoured population have been established. The superiority conditions are derived for both known and unknown scale structures. Also an example is given when the general scale matrix is assumed to be known in linear regression.
Keywords
, Stein, type estimators Elliptically contoured distribution Signed measure Quadratic loss function Weight function Inverse Laplace transform Multiple regression model
@article{paperid:1013579,
author = {Arashi, Mohammad and Tabatabaey Mashhadi, Mohammad Mehdi},
title = {A note on classical Stein-type estimators in elliptically contoured models},
journal = {Journal of Statistical Planning and Inference},
year = {2010},
volume = {140},
number = {1},
month = {January},
issn = {0378-3758},
pages = {1206--1213},
numpages = {7},
keywords = {Stein-type estimators
Elliptically contoured distribution
Signed measure
Quadratic loss function
Weight function
Inverse Laplace transform
Multiple regression model},
}
%0 Journal Article
%T A note on classical Stein-type estimators in elliptically contoured models
%A Arashi, Mohammad
%A Tabatabaey Mashhadi, Mohammad Mehdi
%J Journal of Statistical Planning and Inference
%@ 0378-3758
%D 2010
