A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions

Maruyama Yuzo

Statistics & Risk Modeling, 2003, vol. 21, issue 1, 69-78

Abstract: The problem of estimating a mean vector for spherically symmetric distributions with the quadratic loss function is considered. A robust generalized Bayes estimator improving on the James-Stein estimator is given.

Date: 2003
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DOI: 10.1524/stnd.21.1.69.20318

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