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Shrinkage estimators of the location parameter for certain spherically symmetric distributions

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Listed:
  • Ann Brandwein
  • Stefan Ralescu
  • William Strawderman

Abstract

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Suggested Citation

  • Ann Brandwein & Stefan Ralescu & William Strawderman, 1993. "Shrinkage estimators of the location parameter for certain spherically symmetric distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(3), pages 551-565, September.
  • Handle: RePEc:spr:aistmt:v:45:y:1993:i:3:p:551-565
    DOI: 10.1007/BF00773355
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    References listed on IDEAS

    as
    1. Bock, M. E., 1985. "Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions," Journal of Multivariate Analysis, Elsevier, vol. 17(2), pages 127-147, October.
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    Citations

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    Cited by:

    1. Fourdrinier, Dominique & Marchand, Éric & Strawderman, William E., 2019. "On efficient prediction and predictive density estimation for normal and spherically symmetric models," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 18-25.
    2. Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E., 2015. "On improved shrinkage estimators for concave loss," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 241-246.
    3. Fourdrinier, Dominique & Lemaire, Anne-Sophie, 2002. "Estimation under l1-Symmetry," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 303-323, November.
    4. Ghannam, Mai & Nkurunziza, Sévérien, 2023. "Tensor Stein-rules in a generalized tensor regression model," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
    5. Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E., 2015. "On predictive density estimation for location families under integrated squared error loss," Journal of Multivariate Analysis, Elsevier, vol. 142(C), pages 57-74.
    6. Fourdrinier, Dominique & Strawderman, William E., 2016. "Stokes’ theorem, Stein’s identity and completeness," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 224-231.
    7. Marchand, Éric & Strawderman, William E., 2020. "On shrinkage estimation for balanced loss functions," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
    8. Tatsuya Kubokawa & Éric Marchand & William E. Strawderman, 2014. "On Predictive Density Estimation for Location Families under Integrated L 2 and L 1 Losses," CIRJE F-Series CIRJE-F-935, CIRJE, Faculty of Economics, University of Tokyo.
    9. Tatsuya Kubokawa & Éric Marchand & William E. Strawderman, 2014. "On Improved Shrinkage Estimators for Concave Loss," CIRJE F-Series CIRJE-F-936, CIRJE, Faculty of Economics, University of Tokyo.

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