SHRINKAGE ESTIMATORS OF THE LOCATION PARAMETER FOR CERTAIN SPHERICALLY SYMMETRICAL DISTRIBUTIONS

Authors
BRANDWEIN AC RALESCU S STRAWDERMAN WE
Citation
Ac. Brandwein et al., SHRINKAGE ESTIMATORS OF THE LOCATION PARAMETER FOR CERTAIN SPHERICALLY SYMMETRICAL DISTRIBUTIONS, Annals of the Institute of Statistical Mathematics, 45(3), 1993, pp. 551-565
Citations number
10
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
Journal title
Annals of the Institute of Statistical Mathematics → ACNP
ISSN journal
00203157
Volume
45
Issue
3
Year of publication
1993
Pages
551 - 565
Database
ISI
SICI code
0020-3157(1993)45:3<551:SEOTLP>2.0.ZU;2-0
Abstract
We consider estimation of a location vector for particular subclasses of spherically symmetric distributions in the presence of a known or u nknown scale parameter. Specifically, for these spherically symmetric distributions we obtain slightly more general conditions and larger cl asses of estimators than Brandwein and Strawderman (1991, Ann. Statist ., 19, 1639-1650) under which estimators of the form X + ag(X) dominat e X for quadratic loss. concave functions of quadratic loss and genera l quadratic loss.