Improving on Minimum Risk Equivariant and Linear Minimax Estimators of Bounded Multivariate Location Parameters
We propose improvements under squared error loss of the minimum risk equivariant and the linear minimax estimators for estimating the location parameter θ of a p-variate spherically symmetric distribution, with θ restricted to a ball of radius m centered at the origin. Our construction of explicit...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2010-11-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/93 |