Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation
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References listed on IDEAS
- Cellier, Dominique & Fourdrinier, Dominique & Robert, Christian, 1989. "Robust shrinkage estimators of the location parameter for elliptically symmetric distributions," Journal of Multivariate Analysis, Elsevier, vol. 29(1), pages 39-52, April.
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KeywordsMinimax estimators; shrinkage estimators; elliptical distributions; scale mixture of normal; Monte Carlo simulation; variance reduction;
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