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

DOI10.2307/3315987zbMATHOpenAlexMaRDI QIDQ4521147FDO

Authors Dominique Fourdrinier, Idir Ouassou

Publication date 19 June 2001

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

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

zbMATH Keywords

normrobustnessconstraintsquadratic lossminimaxitylocation parameterJames-Stein estimationspherically symmetric distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Estimation of a loss function for spherically symmetric distribution with constraints on the norm
• A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
• Generalizations of James-Stein estimators under spherical symmetry
• Estimation of a multivariate mean with constraints on the norm
• Estimation of location parameters for spherically symmetric distributions

Cites work

• scientific article; zbMATH DE number 3945041 (Why is no real title available?)
• scientific article; zbMATH DE number 1340096 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
• Equivariant estimation in a model with an ancillary statistic
• Estimation of a multivariate mean with constraints on the norm
• James-stein estimation with constraints on the norm
• Minimax estimation of a bounded normal mean vector
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Shrinkage estimators under spherical symmetry for the general linear model

Cited in

(14)

• Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
• Shrinkage positive rule estimators for spherically symmetric distributions
• scientific article; zbMATH DE number 4076168 (Why is no real title available?)
• New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
• The Kotz type ratio distribution
• scientific article; zbMATH DE number 4106087 (Why is no real title available?)
• Estimation of a parameter vector when some components are restricted
• Estimation of a loss function for spherically symmetric distribution with constraints on the norm
• Constructing estimators of a mean vector through orthogonal reparametrization and differential equations
• The Kotz-type distribution with applications
• James-stein estimation with constraints on the norm
• Universal domination of stein-type estimators
• A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
• Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale

This page was built for publication: Estimation of the mean of a spherically symmetric distribution with constraints on the norm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4521147)