Minimax Estimation of Location Parameters for Spherically Symmetric Distributions with Concave Loss

For p >4 and one observation X on a p-dimensional spherically symmetric distribution, minimax estimators of Theta whose risks are smaller than the risk of X (the best invariant estimator) are found when the loss is a nondecreasing concave function of quadratic loss. For n observations X1, X2, ... Xn, we have classes of minimax estimators which are better than the usual procedures, such as the best invariant estimator, X-bar, or a maximum likelihood estimator

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Year of publication:	2006
Authors:	Brandwein, Ann Cohen ; Strawderman, William
Publisher:	[S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| Statistische Verteilung \| Statistical distribution

Extent:	1 Online-Ressource (7 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Annals of Statistics, Vol. 8, No. 2, pp. 279-284, March 1980
Classification:	C10 - Econometric and Statistical Methods: General. General ; C11 - Bayesian Analysis ; C13 - Estimation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014058516