Stein estimation for non-normal spherically symmetric location families in three dimensions

DOI10.1016/0047-259X(92)90077-SzbMath0779.62048MaRDI QIDQ1261297

Ann Cohen Brandwein, Stefan S. Ralescu, William E. Strawderman

Publication date: 1 September 1993

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

zbMATH Keywords

James-Stein estimatorsquared error lossquadratic lossStein's integration by parts technique

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (7)

Shrinkage estimators of the location parameter for certain spherically symmetric distributions ⋮ A Note on the Comparison of the Stein Estimator and the James-Stein Estimator ⋮ Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family ⋮ An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression ⋮ Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes ⋮ On solutions for global Stein optimization problems with applications ⋮ Estimation under \(\ell_{1}\)-symmetry

Cites Work

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• Improved estimators of a location vector with unknown scale parameter
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• On the Admissibility of Invariant Estimators of One or More Location Parameters

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