Estimation of location parameters for spherically symmetric distributions

DOI10.1016/J.JMVA.2005.03.013MaRDI QIDQ2489766zbMATH OpenOpenAlexFDO

Authors Jian-Lun Xu, Grant Izmirlian

Publication date 28 April 2006

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

Full work available at URL https://doi.org/10.1016/j.jmva.2005.03.013

zbMATH Keywords

James-Stein type estimatorsLocation parametersQuadratic lossRisk functionSpherical distributions

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Statistical decision theory (62C99) Point estimation (62F10) Estimation in multivariate analysis (62H12)

Recommendations

• Shrinkage estimators of the location parameter for certain spherically symmetric distributions
• Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
• Parameter estimation of n-dimensional uniform distributions in a sphere
• On efficiency and robustness of estimators for a spherical location
• Optimal R-estimation of a spherical location
• Estimation of parameters of a spherical invariant stable distribution
• Bayesian estimation for spherically symmetric distributions
• Improving on the mle of a bounded location parameter for spherical distributions

Cites work

• A Useful Inequality on Ratios of Integrals, With Application to Maximum Likelihood Estimation
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• scientific article; zbMATH DE number 44885 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 3331075 (Why is no real title available?)
• Minimax estimation for certain independent component districutions under welghted squared error loss
• Minimax estimation of location parameters for spherically symmetric distributions with concave loss
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• On the Admissibility of Invariant Estimators of One or More Location Parameters
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• Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
• Simultaneous estimation of location parameters for sign-invariant distributions
• Simultaneous estimation of location parameters under quadratic loss
• Stein estimation: The spherically symmetric case

Cited in

(24)

• Estimating a general function of a quadratic function
• Location inference on spheres and cylinders
• Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
• Generalizations of James-Stein estimators under spherical symmetry
• Improved estimates of location in the presence of an unknown scale
• Bayesian estimation for spherically symmetric distributions
• Shrinkage estimators of the location parameter for certain spherically symmetric distributions
• Improving on the mle of a bounded location parameter for spherical distributions
• Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
• A note on classical Stein-type estimators in elliptically contoured models
• On the non existence of unbiased estimators of risk for spherically symmetric distributions
• Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
• Inadmissibility of the usual estimator for the location parameters of spherically symmetric distributions
• Estimation of a loss function for spherically symmetric distribution with constraints on the norm
• Estimation of the location and scale of a symmetric hyperbolic distribution
• Estimation of parameters of a spherical invariant stable distribution
• scientific article; zbMATH DE number 4076168 (Why is no real title available?)
• scientific article; zbMATH DE number 165902 (Why is no real title available?)
• Estimation of the mean of a spherically symmetric distribution with constraints on the norm
• Estimation of a non-negative location parameter with unknown scale
• Optimal R-estimation of a spherical location
• Quadratic loss estimation when certain components of the location parameter are positive
• Bayes minimax estimator of the mean vector in an elliptically contoured distribution
• On principal points for location mixtures of spherically symmetric distributions

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