{"entities":{"Q1893368":{"pageid":1904110,"ns":120,"title":"Item:Q1893368","lastrevid":69071553,"modified":"2026-04-13T04:25:40Z","type":"item","id":"Q1893368","labels":{"en":{"language":"en","value":"Loss estimation for spherically symmetric distributions"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 769841"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1893368$A2D7F216-3D0D-4F8E-B44C-EA43747145E4","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"74c21080f0c7f2b9cdefc3db5c70394a3dd65a8f","datavalue":{"value":{"text":"Loss estimation for spherically symmetric distributions","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1893368$C7C54AE4-59C6-400E-BD4D-5F3B55059E29","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fe122d1086067ba1d91f98fa9554ffbbdb075eb9","datavalue":{"value":"0852.62010","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1893368$9A6D91D8-AA45-4D6F-87E8-915711199F1F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f4c5214c1fcec12903977ad300c2feafd5288370","datavalue":{"value":{"entity-type":"item","numeric-id":464375,"id":"Q464375"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1893368$3620A09C-899E-4E3F-AC80-4807729C61C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e6efd7400c45725c0d2c48641c3d0f12510dd200","datavalue":{"value":{"entity-type":"item","numeric-id":217218,"id":"Q217218"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1893368$F3E4C8C2-564E-4012-B623-1238A5820078","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9528a501ec22dbb1ec7f3267af8d86bef9ac2fcf","datavalue":{"value":{"entity-type":"item","numeric-id":57672,"id":"Q57672"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1893368$99E4A417-D730-4B5C-B1D2-E947F09E273B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"820ac7d451e2cf6da196b3ae720534c2607f7877","datavalue":{"value":{"time":"+1996-11-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1893368$9939AA93-61DD-4B5A-8F90-FEC0099A3CAD","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"cea77bfcaf87ab2290b7507b0fd6fe6908ddd168","datavalue":{"value":"Consider the general statistical decision problem of estimating a parameter \\(\\theta \\in \\mathbb{R}^p\\) by some decision procedure \\(\\delta\\) under a loss function \\(L (\\theta, \\delta) \\). Classical decision theory advocates that one should use a decision rule \\(\\delta^*\\) if it has suitable properties with respect to the frequentist risk \\(R (\\theta, \\delta^*)\\). Given the observation \\(x\\), in \\(\\mathbb{R}^p\\), it is important to calculate the loss incurred by using \\(\\delta^* (x)\\). However, \\(L(\\theta, \\delta^* (x))\\) is not available since it depends on the parameter \\(\\theta\\). Hence it is of interest to estimate the loss of \\(\\delta^* (x)\\). Therefore we wish to construct a data dependent measure of the loss incurred for the particular data at hand.   We consider estimating the loss incurred when using the minimax estimator of a location parameter of a spherically symmetric distribution. We first develop an unbiased estimator of the loss, which is the spherically symmetric analog of \\textit{I. Johnstone}'s [S. S. Gupta and J. O. Berger (eds.), Statistical Decision Theory Relat. Topics IV, Vol. 1, 361-379 (1988; Zbl 0647.62018)] unbiaded estimator \\(p\\) in the \\(p\\)-dimensional normal distribution, with mean \\(\\theta\\) and identity covariance matrix \\((N_p (\\theta,I))\\). Next we construct a shrinkage-type estimator which dominates this unbiased estimator, in terms of squared-error loss. The shrinkage-type estimator will be constructed by solving a certain second order differential inequality.   These results complement the James-Stein estimator of a location parameter of a spherically symmetric distribution given by \\textit{A. C. Brandwein} and \\textit{W. E. Strawderman} [Ann. Stat. 19, No. 3, 1639-1650 (1991; Zbl 0741.62058)].","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$133DF88C-0A44-4EBB-861C-0EEC6103E3F1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"6647b8b72ac5e490f6bd3dabe372492dcde17f3d","datavalue":{"value":"62C99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1893368$867F9989-E225-4F46-8A09-6AFA67A13DB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"793e07fc7774d64d96d1288dd2fd18143d8cfb3c","datavalue":{"value":"62H12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1893368$6C710D58-3C7F-4913-ADAB-E78EFEB717DE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d74f495dcb55cf34b3c1c48ed1de8668d2162640","datavalue":{"value":"769841","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1893368$C2DB4D3D-2D87-4857-89AA-2FCE1E2148CF","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d8e49acdd786cd7eb2601ff218119aaf27f786a7","datavalue":{"value":"loss estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$4944A065-D7B0-4C01-B634-A9B8127B03B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"98aa771782df14b15b70c455d1999cb33c7b0f08","datavalue":{"value":"quadratic loss","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$8551F37A-28F0-4754-AA00-75B19DE11053","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4eb1e9c4374d6340e6ef6aa6cdfb02c6cb1854d","datavalue":{"value":"superharmonic functions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$F63F94BD-B24A-4C24-90D8-786D8E3D3A81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"223f4de133ebee2e7e2f84fcc97f0d5042a31b5c","datavalue":{"value":"data dependent measure of loss","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$A7A0C036-7576-44A6-9F80-2DC791BC1BBD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"330f10d1d65f7c577250d0289cf49a79eb792f6f","datavalue":{"value":"minimax estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$75F4690D-2241-4604-8FDD-8E6EBC34C248","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"78c0d684d44097e0dd43194ec45178600fa643ba","datavalue":{"value":"location parameter","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$768B17D6-4AB9-45A0-83F7-BACB6C0DD1DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"64326f6b06b030633a0bc2153e85a3f67b6b7d41","datavalue":{"value":"spherically symmetric distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$79F773D8-445B-4EB3-BDC6-2C86AD0E7065","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4535e8a801f98e27a5622f8be5b0fa76dee7ed5c","datavalue":{"value":"unbiased estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$8E116229-34DE-483E-B373-F7A5DF3A23D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"31f205d6352fbd4f29d5c55e7ed6f563d8bc9e72","datavalue":{"value":"shrinkage-type estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$002B19D0-ACF8-4D0C-8656-83F812B1E561","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"79a7037f988bdcb50accb61a6149c659356f96a3","datavalue":{"value":"squared-error loss","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$486FF235-F1FD-4055-B1F4-4DA44D5598E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4121cf4301e2233d15c6ecac20d10404f8373dd","datavalue":{"value":"second order differential inequality","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$80CD732E-2CC6-4148-B7CF-845684FF3B46","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5a629804cf3877ee04da8a2ffd9b492dc3939b5b","datavalue":{"value":"James-Stein estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q1893368$812EB850-D42D-4104-98D1-F361A3F924DC","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1893368$D4697FF1-5CB8-4706-B47F-03D4ADFF8921","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b0358a2c8a740598cb981048fa27e6749eb9d44e","datavalue":{"value":"https://doi.org/10.1006/jmva.1995.1039","type":"string"},"datatype":"url"},"type":"statement","id":"Q1893368$F15E7457-2062-4B9A-957A-87B09F47281D","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ddf643305846d0e1871e2c87cff0373ae8edf113","datavalue":{"value":"W1968621707","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1893368$30F3F635-901D-490B-BE47-67E964085E5B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6c9742e3d2d8f19317676fa8d1e02425f9f2443d","datavalue":{"value":"10.1006/JMVA.1995.1039","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1893368$E6C15D10-3305-4893-BF12-5DEF2B442588","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"03ecac7274fb9273201874fb569a490fea5f0998","datavalue":{"value":{"entity-type":"item","numeric-id":1896271,"id":"Q1896271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5bf0b98e6ee778728bc37bc72f8c13c3e691a284","datavalue":{"value":{"amount":"+0.8621015548706055","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1893368$B428C8DD-234B-4A3B-B37A-38E485B95FEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a49a92bd99599ac8f20e6f6da6b92f85badbc9ec","datavalue":{"value":{"entity-type":"item","numeric-id":2634655,"id":"Q2634655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5bf0b98e6ee778728bc37bc72f8c13c3e691a284","datavalue":{"value":{"amount":"+0.8621015548706055","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1893368$55693814-A658-4E37-99C6-8F124B448419","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c92d603d7348c19d301fad7e2c07f40916b2280a","datavalue":{"value":{"entity-type":"item","numeric-id":2342936,"id":"Q2342936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e9d057b939c56024356de4339c241c8734c10505","datavalue":{"value":{"amount":"+0.855230450630188","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1893368$FEAEDDF5-7937-4DED-99BA-87D5EE2FB3BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b651b964d2ad2094df0256b637b718a42fd52c35","datavalue":{"value":{"entity-type":"item","numeric-id":1072272,"id":"Q1072272"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c98d2279eaedfcf9237f622de5888adbd6d42519","datavalue":{"value":{"amount":"+0.8383937478065491","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1893368$79B77213-D564-453E-B976-EA397B8A0C3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f4cbd61ee23c2a04dd57af325f339f60ad179f5f","datavalue":{"value":{"entity-type":"item","numeric-id":2237809,"id":"Q2237809"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b621abf5f864b4438e4488af8cbbe2225a0e6aae","datavalue":{"value":{"amount":"+0.8383406400680542","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1893368$83348939-2C30-4F1F-A4DA-909991FDED96","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"c39a117a349789e54237c0a3254f5a10c0a6517e","datavalue":{"value":{"entity-type":"item","numeric-id":6830565,"id":"Q6830565"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1893368$3C91CEF8-B063-4D57-B728-5E2E4D02EBE3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Loss estimation for spherically symmetric distributions","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Loss_estimation_for_spherically_symmetric_distributions"}}}}}