Shrinkage estimators of the location parameter for certain spherically symmetric distributions |
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| Authors: | Ann Cohen Brandwein Stefan Ralescu and William E Strawderman |
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| Institution: | (1) Department of Statistics, Baruch College of the City University of New York, 17 Lexington Av., Box 513, 10010 New York, NY, U.S.A.;(2) Department of Mathematics, Queens College of the City University of New York, 65-30 Kissena Boulevard, 11367 Flushing, NY, U.S.A.;(3) Department of Statistics, Hill Center, Busch Campus, Rutgers University, 08903 New Brunswick, NJ, U.S.A. |
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| Abstract: | 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 formX +ag(X) dominateX for quadratic loss, concave functions of quadratic loss and general quadratic loss.Research supported by NSF grant DMS-88-22622 |
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| Keywords: | spherical symmetry quadratic loss concave loss location parameter unknown scale |
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