شماره ركورد كنفرانس :
3140
عنوان مقاله :
Robust Shrinkage Estimation under Schwartz Space
عنوان به زبان ديگر :
Robust Shrinkage Estimation under Schwartz Space
پديدآورندگان :
Arashi M نويسنده Faculty of Mathematics - Shahrood University of Technology
كليدواژه :
Elliptically contoured distribution , Jeffreys prior , Minimax , Shrinkage estimator , Schwartz space , Robustness
عنوان كنفرانس :
يازدهمين كنفرانس آمار ايران
چكيده لاتين :
In this paper, we are basically discussing on a class of Stein-type shrinkage estimators of the vector parameter in a location model, with errors belonging to a sub-class of elliptically contoured distributions. We derive conditions under Schwartz space in which the underlying class of shrinkage estimators outperforms the sample mean. It is nicely presented that the dominant properties of the class of estimators are robust truly respect to departures from normality.
شماره مدرك كنفرانس :
4219389
