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Shrinkage estimators of the location parameter for certain spherically symmetric distributions

  • Estimation
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Abstract

We consider estimation of a location vector for particular subclasses of spherically symmetric distributions in the presence of a known or unknown scale parameter. Specifically, for these spherically symmetric distributions we obtain slightly more general conditions and larger classes of estimators than Brandwein and Strawderman (1991,Ann. Statist.,19, 1639–1650) under which estimators of the formX +ag(X) dominateX for quadratic loss, concave functions of quadratic loss and general quadratic loss.

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Authors and Affiliations

  1. Department of Statistics, Baruch College of the City University of New York, 17 Lexington Av., Box 513, 10010, New York, NY, U.S.A.

    Ann Cohen Brandwein

  2. Department of Mathematics, Queens College of the City University of New York, 65-30 Kissena Boulevard, 11367, Flushing, NY, U.S.A.

    Stefan Ralescu

  3. Department of Statistics, Hill Center, Busch Campus, Rutgers University, 08903, New Brunswick, NJ, U.S.A.

    William E. Strawderman

Authors
  1. Ann Cohen Brandwein
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  2. Stefan Ralescu
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  3. William E. Strawderman
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Additional information

Research supported by NSF grant DMS-88-22622

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Brandwein, A.C., Ralescu, S. & Strawderman, W.E. Shrinkage estimators of the location parameter for certain spherically symmetric distributions. Ann Inst Stat Math 45, 551–565 (1993). https://doi.org/10.1007/BF00773355

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  • DOI: https://doi.org/10.1007/BF00773355

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