Generalizations of James-Stein estimators under spherical symmetry

Point estimation (62F10) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

Cited In (33)

Shrinkage estimation with a matrix loss function
Estimation under \(\ell_{1}\)-symmetry
On solutions for global Stein optimization problems with applications
The Stein effect for Fréchet means
Stein estimation -- a review
Stein estimation for non-normal spherically symmetric location families in three dimensions
A note on classical Stein-type estimators in elliptically contoured models
A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
Estimation of location parameters for spherically symmetric distributions
Testing First-Order Spherical Symmetry of Spatial Point Processes
Title not available (Why is that?)
Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
A new general interpretation of the Stein estimate and how it adapts: Applications.
A Note on the Comparison of the Stein Estimator and the James-Stein Estimator
A unified and generalized set of shrinkage bounds on minimax Stein estimates
Stein estimation for spherically symmetric distributions: recent developments
Drift estimation with non-Gaussian noise using Malliavin calculus
Shrinkage priors for Bayesian prediction
Estimating a general function of a quadratic function
On shrinkage estimation for balanced loss functions
Estimation of the mean of a spherically symmetric distribution with constraints on the norm
Improved estimates of location in the presence of an unknown scale
Some hypothesis tests based on random projection
Quadratic loss estimation when certain components of the location parameter are positive
On estimation with balanced loss functions
Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions
Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
On improved shrinkage estimators for concave loss
On efficient prediction and predictive density estimation for normal and spherically symmetric models
Shrinkage estimators of the location parameter for certain spherically symmetric distributions
Admissibility results under some balanced loss functions for a functional regression model
Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions

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