Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation

Mingpeng Tan () and L. Gleser

Annals of the Institute of Statistical Mathematics, 1992, vol. 44, issue 3, 537-550

Keywords: Minimax estimators; shrinkage estimators; elliptical distributions; scale mixture of normal; Monte Carlo simulation; variance reduction (search for similar items in EconPapers)
Date: 1992
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DOI: 10.1007/BF00050704

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