Stein-James Estimators of a Multivariate Location Parameter
Wind, Serge L.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 340-343 / Harvested from Project Euclid
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Bounds on the risks, under squared error loss, of a family of estimators of a multivariate location parameter are given for both fixed and random unknown location parameters when the covariance matrix of the observed random variable is unknown. The class of estimators considered in this paper contains Cogburn's [2].
Publié le : 1972-02-14
Classification:  
@article{1177692727,
     author = {Wind, Serge L.},
     title = {Stein-James Estimators of a Multivariate Location Parameter},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 340-343},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692727}
}

Wind, Serge L. Stein-James Estimators of a Multivariate Location Parameter. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  340-343. http://gdmltest.u-ga.fr/item/1177692727/