ISSN:
1572-9052
Keywords:
spherical symmetry
;
quadratic loss
;
concave loss
;
location parameter
;
unknown scale
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00773355
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