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Minimax Estimators for the Location Vectors of Spherically Symmetric Densities

The estimation of <italic>K</italic> (<italic>K</italic> ≥ 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.
Year of publication:
1985
Authors: Judge, George ; Miyazaki, Shigetaka ; Yancey, Thomas
Published in:
Econometric Theory. - Cambridge University Press. - Vol. 1.1985, 03, p. 409-417
Publisher: Cambridge University Press
Description of contents: Abstract [journals.cambridge.org]
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008739377
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