A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions

Summary The problem of estimating a mean vector for spherically symmetric distributions with the quadratic loss function is considered. A robust generalized Bayes estimator improving on the James-Stein estimator is given.

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Year of publication:	2003
Authors:	Maruyama, Yuzo
Published in:	Statistics & Decisions. - Oldenbourg Wissenschaftsverlag GmbH, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 21.2003, 1, p. 69-78
Publisher:	Oldenbourg Wissenschaftsverlag GmbH

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Type of publication:	Article
Language:	Undetermined
Other identifiers:	10.1524/stnd.21.1.69.20318 [DOI]
Source:	Other ZBW resources

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