Generalizations of James-Stein estimators under spherical symmetry

DOI10.1214/aos/1176348267zbMath0741.62058OpenAlexW3125061476MaRDI QIDQ1178956

William E. Strawderman, Ann Cohen Brandwein

Publication date: 26 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348267

zbMATH Keywords

squared error lossspherically symmetric distributionslocation parametersuperharmonicconcave lossJames Stein estimationsum of squared residuals

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

Related Items (29)

Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions ⋮ Shrinkage estimators of the location parameter for certain spherically symmetric distributions ⋮ Stein estimation for spherically symmetric distributions: recent developments ⋮ A Note on the Comparison of the Stein Estimator and the James-Stein Estimator ⋮ Some hypothesis tests based on random projection ⋮ Drift estimation with non-Gaussian noise using Malliavin calculus ⋮ Shrinkage estimation with a matrix loss function ⋮ Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions ⋮ Quadratic loss estimation when certain components of the location parameter are positive ⋮ Testing First-Order Spherical Symmetry of Spatial Point Processes ⋮ Improved estimates of location in the presence of an unknown scale ⋮ A unified and generalized set of shrinkage bounds on minimax Stein estimates ⋮ Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family ⋮ Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions ⋮ Estimation of location parameters for spherically symmetric distributions ⋮ A note on classical Stein-type estimators in elliptically contoured models ⋮ Shrinkage priors for Bayesian prediction ⋮ On efficient prediction and predictive density estimation for normal and spherically symmetric models ⋮ Admissibility results under some balanced loss functions for a functional regression model ⋮ On shrinkage estimation for balanced loss functions ⋮ On estimation with balanced loss functions ⋮ Shrinkage estimators, Skorokhod's problem and stochastic integration by parts ⋮ Stein estimation -- a review ⋮ Estimating a general function of a quadratic function ⋮ A new general interpretation of the Stein estimate and how it adapts: Applications. ⋮ On improved shrinkage estimators for concave loss ⋮ On solutions for global Stein optimization problems with applications ⋮ Estimation under \(\ell_{1}\)-symmetry ⋮ The Stein effect for Fréchet means

This page was built for publication: Generalizations of James-Stein estimators under spherical symmetry