Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions

M. E. Bock

Journal of Multivariate Analysis, 1985, vol. 17, issue 2, 127-147

Abstract: Let X be a p-dimensional random vector with density f(||X-[theta]||) where [theta] is an unknown location vector. For p >= 3, conditions on f are given for which there exist minimax estimators [theta](X) satisfying ||Xt|| · ||[theta](X) - X||

Keywords: minimal; estimation; spherically; symmetric; multivariate; shrinkage; estimator; location; vector; positive; part; estimator (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (6)

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