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Minimax Estimators for the Location Vectors of Spherically Symmetric Densities

Published online by Cambridge University Press:  18 October 2010

George Judge ,
Shigetaka Miyazaki  and
Thomas Yancey
George Judge
Affiliation:
University of Illinois
Shigetaka Miyazaki
Affiliation:
University of Illinois
Thomas Yancey
Affiliation:
University of Illinois
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Abstract

The estimation of K (K ≥ 3) location parameters is considered under quadratic loss when the coordinates of the best invariant estimators are spherically symmetrically distributed. Under these stochastic mechanisms traditional Stein estimators are evaluated for finite samples and shown to have a risk performance superior to some conventional rules.

Information

Type
Brief Report
Information
Econometric Theory , Volume 1 , Issue 3 , December 1985 , pp. 409 - 417
Copyright
Copyright © Cambridge University Press 1985 

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References

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