Loss estimation for spherically symmetric distributions

DOI10.1006/JMVA.1995.1039zbMath0852.62010OpenAlexW1968621707MaRDI QIDQ1893368

Dominique Fourdrinier, Martin T. Wells

Publication date: 12 November 1996

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

Full work available at URL: https://doi.org/10.1006/jmva.1995.1039

zbMATH Keywords

James-Stein estimatorsuperharmonic functionslocation parameterquadratic lossminimax estimatorspherically symmetric distributionunbiased estimatorloss estimationsquared-error losssecond order differential inequalitydata dependent measure of lossshrinkage-type estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Related Items (3)

On improved loss estimation for shrinkage estimators ⋮ Estimating a general function of a quadratic function ⋮ Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions

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