On shrinkage m-estimators of location parameters
- 1 January 1985
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 14 (10) , 2313-2329
- https://doi.org/10.1080/03610928508829046
Abstract
For a general class of continuous ( and marginally symmetric ) inultivariate distributions, based on suitable M-statistics ( involving bounded but possibly discontinuous score generating functions), shrinkage estimators of location are considered. These estimators are based on the James-Stein type rule and incorporates the idea of preliminary test estimation too. The main emphasis is laid on the study of asymptotic tdistributional ) risk properties of these est-innators, and asymptotic tin-) adraissibility results are also studied under fairly general regularity conditions.Keywords
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