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Estimation of a Location Parameter with Restrictions or “vague information” for Spherically Symmetric Distributions

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  • Dominique Fourdrinier
  • William Strawderman
  • Martin Wells

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  • Dominique Fourdrinier & William Strawderman & Martin Wells, 2006. "Estimation of a Location Parameter with Restrictions or “vague information” for Spherically Symmetric Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(1), pages 73-92, March.
    • Handle: RePEc:spr:aistmt:v:58:y:2006:i:1:p:73-92
    DOI: 10.1007/s10463-005-0001-0
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    References listed on IDEAS

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    1. Ouassou, Idir & Strawderman, William E., 2002. "Estimation of a parameter vector restricted to a cone," Statistics & Probability Letters, Elsevier, vol. 56(2), pages 121-129, January.
    2. Fourdrinier, Dominique & Ouassou, Idir & Strawderman, William E., 2003. "Estimation of a parameter vector when some components are restricted," Journal of Multivariate Analysis, Elsevier, vol. 86(1), pages 14-27, July.
    3. Kuriki, Satoshi & Takemura, Akimichi, 2000. "Shrinkage Estimation towards a Closed Convex Set with a Smooth Boundary," Journal of Multivariate Analysis, Elsevier, vol. 75(1), pages 79-111, October.
    4. Fourdrinier, Dominique & Strawderman, William E. & Wells, Martin T., 2003. "Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 24-39, April.
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    Cited by:

    1. Dominique Fourdrinier & William Strawderman, 2015. "Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(4), pages 461-484, May.

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