Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions

DOI10.1016/0047-259X(85)90075-2zbMath0587.62015MaRDI QIDQ1072272

Mary Ellen Bock

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

shrinkage estimatorspherically symmetric distributionsEuclidean normminimax estimatorshyperspherelocation vectornondecreasing concave loss functionpositive part estimator

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

Related Items (13)

Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions ⋮ Shrinkage estimators of the location parameter for certain spherically symmetric distributions ⋮ A lower bound for the risk of classes of shrinkage estimators ina general multivariate estimation problem and some deduced estimators ⋮ Robust shrinkage estimators of the location parameter for elliptically symmetric distributions ⋮ Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints ⋮ Shrinkage estimation towards a closed convex set with a smooth boundary ⋮ Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family ⋮ Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions ⋮ Estimation of location parameters for spherically symmetric distributions ⋮ Stein estimation for non-normal spherically symmetric location families in three dimensions ⋮ Estimating a general function of a quadratic function ⋮ Bayesian input in Stein estimation and a new minimax empirical Bayes estimator ⋮ Bayes estimates as expanders in one and two dimensions

Cites Work

• Unnamed Item
• Minimax estimation of location parameters for spherically symmetric distributions with concave loss
• Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
• Minimax estimation of location parameters for certain spherically symmetric distributions

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