Abstract
In Chapters 2 and 3 we studied estimators that improve over the “usual” estimator of the location vector for the case of a normal distribution. In this chapter, we extend the discussion to spherically symmetric distributions discussed in Chapter!4. Section 5.2 is devoted to a discussion of domination results for Baranchik type estimators while Section 5.3 examines more general estimators. Section 5.4 discusses Bayes minimax estimation. Finally, Section 5.5 discusses estimation with a concave loss.
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Fourdrinier, D., Strawderman, W.E., Wells, M.T. (2018). Estimation of a Mean Vector for Spherically Symmetric Distributions I: Known Scale. In: Shrinkage Estimation. Springer Series in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-030-02185-6_5
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