Fourdrinier, D.; Wells, M. T. - In: Journal of Multivariate Analysis 53 (1995) 2, pp. 311-331
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...