Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions

DOI10.1016/0047-259X(85)90075-2zbMath0587.62015MaRDI QIDQ1072272

Mary Ellen Bock

Publication date: 1985

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

zbMATH Keywords

shrinkage estimatorspherically symmetric distributionsEuclidean normminimax estimatorshyperspherelocation vectornondecreasing concave loss functionpositive part estimator

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

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Cites Work

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• Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
• Minimax estimation of location parameters for certain spherically symmetric distributions