A unified and generalized set of shrinkage bounds on minimax Stein estimates

DOI10.1016/J.JMVA.2008.02.015zbMath1152.62005OpenAlexW2022117302MaRDI QIDQ957307

William E. Strawderman, Dominique Fourdrinier

Publication date: 27 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.015

zbMATH Keywords

spherically symmetric distributionsminimax estimatorsunimodalityquadratic losslocation parameterscompletely monotone functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

ESTIMATING PARAMETERS IN A REGRESSION MODEL WITH DEPENDENT NOISES ⋮ Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector ⋮ On the non existence of unbiased estimators of risk for spherically symmetric distributions ⋮ Unnamed Item ⋮ Unnamed Item

Cites Work

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• Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
• On the projections of isotropic distributions
• Generalizations of James-Stein estimators under spherical symmetry
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
• Shrinkage estimators under spherical symmetry for the general linear model
• Estimation of a parameter vector when some components are restricted
• Minimax estimation of location parameters for certain spherically symmetric distributions
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities

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