IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v53y1995i2p194-209.html
   My bibliography  Save this article

Shrinkage Positive Rule Estimators for Spherically Symmetrical Distributions

Author

Listed:
  • Cellier, D.
  • Fourdrinier, D.
  • Strawderman, W. E.

Abstract

Tn the normal case it is well known that, although the James-Stein rule is minimax, it is not admissible and the associated positive rule is one way to improve on it. We extend this result to the class of the spherically symmetric distributions and to a large class of shrinkage rules. Moreover we propose a family of generalized positive rules. We compare our results to those of Berger and Bock (Statistical Decision Theory and Related Topics, II, Academic Press, New York. 1976). In particular our conditions on the shrinkage estimator are weaker.

Suggested Citation

  • Cellier, D. & Fourdrinier, D. & Strawderman, W. E., 1995. "Shrinkage Positive Rule Estimators for Spherically Symmetrical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 53(2), pages 194-209, May.
    • Handle: RePEc:eee:jmvana:v:53:y:1995:i:2:p:194-209
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(85)71032-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Fourdrinier, Dominique & Strawderman, William E., 2008. "Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions," Journal of Multivariate Analysis, Elsevier, vol. 99(4), pages 735-750, April.
    2. Dominique Fourdrinier & Fatiha Mezoued & William E. Strawderman, 2017. "A Bayes minimax result for spherically symmetric unimodal distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(3), pages 543-570, June.
    3. Kubokawa, T. & Srivastava, M. S., 2001. "Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 138-152, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:53:y:1995:i:2:p:194-209. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.