Estimation of the mean of a spherically symmetric distribution with constraints on the norm

DOI10.2307/3315987zbMath0962.62052MaRDI QIDQ4521147

Dominique Fourdrinier, Idir Ouassou

Publication date: 19 June 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/03a35b05d492b9d42790ed2b9d4a5950f2a76fd0

zbMATH Keywords

norm; robustness; minimaxity; constraints; location parameter; quadratic loss; spherically symmetric distribution; James-Stein estimation

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F35: Robustness and adaptive procedures (parametric inference)

62C20: Minimax procedures in statistical decision theory

Related Items

The Kotz-type distribution with applications, Estimation of a parameter vector when some components are restricted, Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss, The Kotz type ratio distribution

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