Robust shrinkage estimators of the location parameter for elliptically symmetric distributions

Aspects of Multivariate Statistical Theory

Leon Jay Gleser, Robb J. Muirhead · Technometrics · 1984 · 3.4K citations

Canonical Correlation Analysis, Multidimensional Analysis, Educational Multivariate Statistics +9

On the theory of elliptically contoured distributions

Stamatis Cambanis, Steel T. Huang, Gordon Simons · Journal of Multivariate Analysis · 1981 · 694 citations

Spectral Theory, Integral Geometry, Dirichlet Form +3

The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics

Rand R. Wilcox, George G. Judge, Mary Ellen Bock · Technometrics · 1979 · 532 citations

Econometric Model, Economics, Statistical Implications +11

On the Admissibility of Invariant Estimators of One or More Location Parameters

Lawrence D. Brown · The Annals of Mathematical Statistics · 1966 · 189 citations · Full text

Location Tracking, Parameter Estimation, Engineering +9

Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss

James O. Berger · The Annals of Statistics · 1976 · 157 citations · Full text

Mathematical Programming, Admissible Minimax Estimation, Admissible Minimax Estimators +14