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

DOI10.2307/3315987zbMATH Open0962.62052OpenAlexW2072346341MaRDI QIDQ4521147FDOQ4521147

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

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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)

Cites Work

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• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Equivariant estimation in a model with an ancillary statistic
• Estimation of a multivariate mean with constraints on the norm
• Shrinkage estimators under spherical symmetry for the general linear model
• A family of admissible minimax estimators of the mean of a multivariate normal distribution
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• Minimax estimation of a bounded normal mean vector
• A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
• James-stein estimation with constraints on the norm
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Cited In (14)

• The Kotz type ratio distribution
• Estimation of a loss function for spherically symmetric distribution 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
• The Kotz-type distribution with applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
• Constructing estimators of a mean vector through orthogonal reparametrization and differential equations
• New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
• James-stein estimation with constraints on the norm
• Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
• Shrinkage positive rule estimators for spherically symmetric distributions
• Estimation of a parameter vector when some components are restricted

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