Improving on the mle of a bounded location parameter for spherical distributions

DOI10.1016/j.jmva.2003.09.009zbMath1062.62101OpenAlexW1995559990MaRDI QIDQ1765612

Éric Marchand, François Perron

Publication date: 23 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.09.009

zbMATH Keywords

DominanceRobustnessMaximum likelihood estimatorSquared error lossMultivariate Student distributionRestricted parameter spaceScale mixture of normalsSimultaneous dominanceSpherically symmetric distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (4)

Bayesian improvements of a MRE estimator of a bounded location parameter ⋮ Truncated linear estimation of a bounded multivariate normal mean ⋮ On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means ⋮ Estimating a bounded parameter for symmetric distributions

Cites Work

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• Stein estimation under elliptical distributions
• Robust tests for spherical symmetry
• Modified Bessel functions and their applications in probability and statistics
• Shrinkage estimators under spherical symmetry for the general linear model
• Improving on the MLE of a bounded normal mean.
• On the minimax estimator of a bounded normal mean.
• Estimation of a multivariate mean with constraints on the norm

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