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.
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Research supported by NSF grant DMS-88-22622
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Brandwein, A.C., Ralescu, S. & Strawderman, W.E. Shrinkage estimators of the location parameter for certain spherically symmetric distributions. Ann Inst Stat Math 45, 551–565 (1993). https://doi.org/10.1007/BF00773355
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DOI: https://doi.org/10.1007/BF00773355