Robust simultaneous estimation of location parameters

Beidi Qiang and Edsel A. Peña

Statistics & Probability Letters, 2023, vol. 193, issue C

Abstract: In this paper, we propose two robust non-parametric estimators for population location parameters via a shrinkage idea. Improvements of the proposed estimators over traditional estimators are demonstrated through simulation studies and empirical data analysis.

Keywords: Empirical Bayes; Median estimation; Non-parametrics; Simultaneous estimation (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109730

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