Minimax estimation of location parameters for certain spherically symmetric distributions

William E. Strawderman

Journal of Multivariate Analysis, 1974, vol. 4, issue 3, 255-264

Abstract: Families of minimax estimators are found for the location parameters of a p-variate distribution of the form , where G(·) is a known c.d.f. on (0, [infinity]), p >= 3 and the loss is sum of squared errors. The estimators are of the form (1 - ar(X'X)/E0(1/X'X)X'X)X where 0

Keywords: Minimax; estimation; location; parameters (search for similar items in EconPapers)
Date: 1974
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Citations: View citations in EconPapers (14)

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