SHRINKAGE ESTIMATORS OF THE LOCATION PARAMETER FOR CERTAIN SPHERICALLY SYMMETRICAL DISTRIBUTIONS

被引：16
作者：
BRANDWEIN, AC
RALESCU, S
STRAWDERMAN, WE
机构：
[1] CUNY QUEENS COLL,DEPT MATH,FLUSHING,NY 11367
[2] RUTGERS UNIV,HILL CTR,DEPT STAT,NEW BRUNSWICK,NJ 08903
来源：
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1993年 / 45卷 / 03期
关键词：
SPHERICAL SYMMETRY; QUADRATIC LOSS; CONCAVE LOSS; LOCATION PARAMETER; UNKNOWN SCALE;
D O I：
10.1007/BF00773355
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider estimation of a location vector for particular subclasses of spherically symmetric distributions in the presence of a known or unknown scale parameter. Specifically, for these spherically symmetric distributions we obtain slightly more general conditions and larger classes of estimators than Brandwein and Strawderman (1991, Ann. Statist., 19, 1639-1650) under which estimators of the form X + ag(X) dominate X for quadratic loss. concave functions of quadratic loss and general quadratic loss.
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收藏
页码：551 / 565
页数：15
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