Minimax Estimators for the Location Vectors of Spherically Symmetric Densities

George Judge (), Shigetaka Miyazaki and Thomas Yancey

Econometric Theory, 1985, vol. 1, issue 3, 409-417

Abstract: The estimation of K (K ≥ 3) location parameters is considered under quadratic loss when the coordinates of the best invariant estimators are spherically symmetrically distributed. Under these stochastic mechanisms traditional Stein estimators are evaluated for finite samples and shown to have a risk performance superior to some conventional rules.

Date: 1985
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