Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150392 | Journal of Statistical Planning and Inference | 2010 | 8 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
M. Arashi, S.M.M. Tabatabaey,