Minimax Estimators for the Location Vectors of Spherically Symmetric Densities

B-Tier
Journal: Econometric Theory
Year: 1985
Volume: 1
Issue: 3
Pages: 409-417

Authors (3)

Judge, George (University of California-Berke...) Miyazaki, Shigetaka (not in RePEc) Yancey, Thomas (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:cup:etheor:v:1:y:1985:i:03:p:409-417_01
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25