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This paper is primarily concerned with extending the results of Brandwein and Strawderman in the usual canonical setting of a general linear model when sampling from a spherically symmetric distribution. When the location parameter belongs to a proper linear subspace of the sampling space, we...
Persistent link: https://www.econbiz.de/10005093909
The purpose of this paper is to give an explicit estimator dominating the positive part of the UMVUE of a noncentrality parameter of a noncentral [chi]2n([mu]/2). Let Y ~ [chi]2n([mu]/2) with degree of freedom n and unknown parameter [mu], LOSS = ([delta] - [mu])2. In his (1974) paper de Waal...
Persistent link: https://www.econbiz.de/10005153085
In this paper we consider the problem of estimating the quadratic loss of point estimators of a location parameter for a family of spherically symmetric distributions. We compare the unbiased loss estimator of the minimax estimator with a new shrinkage type loss estimator. Conditions on the...
Persistent link: https://www.econbiz.de/10005160454