Shrinkage estimators of the location parameter for certain spherically symmetric distributions
โ Scribed by Ann Cohen Brandwein; Stefan Ralescu; William E. Strawderman
- Publisher
- Springer Japan
- Year
- 1993
- Tongue
- English
- Weight
- 776 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0020-3157
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๐ SIMILAR VOLUMES
In 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 pr
An identity of integrals for the ' 1 -norm symmetric matrix variate distributions with unknown common location parameter and unknown and possibly unequal scale parameters of the columns is established. An unbiased estimator for the location parameter is obtained and is shown to dominate the maximum
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