Fourdrinier, Dominique; Ouassou, Idir; Strawderman, … - In: Journal of Multivariate Analysis 86 (2003) 1, pp. 14-27
We consider the problem of estimating a p-dimensional parameter [theta]=([theta]1,...,[theta]p) when the observation is a p+k vector (X,U) where dim X=p and where U is a residual vector with dim U=k. The distributional assumption is that (X,U) has a spherically symmetric distribution around...