Estimation of a Mean Vector for Spherically Symmetric Distributions I: Known Scale

2018 ◽  
pp. 151-177
Author(s):  
Dominique Fourdrinier ◽  
William E. Strawderman ◽  
Martin T. Wells
Keyword(s):  
Spherically Symmetric ◽  
Symmetric Distributions ◽  
Mean Vector

scholarly journals The Location Parameter Estimation of Spherically Distributions with Known Covariance Matrices

2020 ◽  
Vol 8 (2) ◽  
pp. 499-506
Author(s):  
Mahmoud Afshari ◽  
Hamid Karamikabir
Keyword(s):  
Location Parameter ◽  
Covariance Matrices ◽  
Spherically Symmetric ◽  
Shrinkage Estimators ◽  
Parameter Vector ◽  
Symmetric Distributions ◽  
The Mean ◽  
Simulation Results ◽  
Balance Error ◽  
Mean Vector

This paper presents shrinkage estimators of the location parameter vector for spherically symmetric distributions. We suppose that the mean vector is non-negative constraint and the components of diagonal covariance matrix is known.We compared the present estimator with natural estimator by using risk function.We show that when the covariance matrices are known, under the balance error loss function, shrinkage estimator has the smaller risk than the natural estimator. Simulation results are provided to examine the shrinkage estimators.

Spline approximations to spherically symmetric distributions

1986 ◽  
Vol 49 (2-3) ◽  
pp. 111-121 ◽  
Author(s):  
Walter Gautschi ◽  
Gradimir V. Milovanović
Keyword(s):  
Spherically Symmetric ◽  
Symmetric Distributions

On some classes of spherically symmetric distributions

1991 ◽  
Vol 57 (4) ◽  
pp. 3189-3192
Author(s):  
N. A. Volodin
Keyword(s):  
Spherically Symmetric ◽  
Symmetric Distributions

Spherically Symmetric Distributions

1989 ◽  
pp. 1-14
Author(s):  
Takeaki Kariya ◽  
Bimal K. Sinha
Keyword(s):  
Spherically Symmetric ◽  
Symmetric Distributions
Sign in / Sign up

Export Citation Format

Share Document