Minimax Estimators for the Location Vectors of Spherically Symmetric Densities
- 1 April 1985
- journal article
- miscellanea
- Published by Cambridge University Press (CUP) in Econometric Theory
- Vol. 1 (3) , 409-417
- https://doi.org/10.1017/s0266466600011294
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.Keywords
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