Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions

DOI10.1007/s10463-005-0001-0zbMath1095.62069MaRDI QIDQ2502128

Martin T. Wells, Dominique Fourdrinier, William E. Strawderman

Publication date: 12 September 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-005-0001-0

zbMATH Keywords

Convex cones; Quadratic loss; Polyhedral cones; Multivariate normal mean; Spherically symmetric distribution; Integration-by-parts; Minimax estimate; Positively homogeneous set; Weakly differentiable function

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F30: Parametric inference under constraints

62C20: Minimax procedures in statistical decision theory

Related Items

Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector, Shrinkage estimation with a matrix loss function, Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss, Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions

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