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- W2735471104 abstract "In this paper we first investigate the risk properties of four shrinkage estimators of a location vector assuming that the random vector follows a multivariate normal distribution. Next we study the risk performance of these four estimators under a multivariate 1 distribution with n(⩾ 3) degrees of freedom. It bas been found that under both the models the four shrinkage estimators preserve almost the same relative merits and demerits. AMS 1991 Subject Classifications : Primary 62C15, Secondary 62H12." @default.
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- W2735471104 date "1996-03-01" @default.
- W2735471104 modified "2023-09-25" @default.
- W2735471104 title "Risk Analysis and Robustness of four Shrinkage Estimators" @default.
- W2735471104 doi "https://doi.org/10.1177/0008068319960105" @default.
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