On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
Statistics Theory
2021-02-26 v1 Statistics Theory
Abstract
We consider the problem of estimating the mean vector of a -dimensional spherically symmetric distributed based on balanced loss functions of the forms: {\bf (i)} and {\bf (ii)} , where is a target estimator, and where and are increasing and concave functions. For and the target estimator , we provide Baranchik-type estimators that dominate and are minimax. The findings represent extensions of those of Marchand \& Strawderman (\cite{ms2020}) in two directions: {\bf (a)} from scale mixture of normals to the spherical class of distributions with Lebesgue densities and {\bf (b)} from completely monotone to concave and .
Keywords
Cite
@article{arxiv.2102.13083,
title = {On shrinkage estimation of a spherically symmetric distribution for balanced loss functions},
author = {Lahoucine Hobbad and Éric Marchand and Idir Ouassou},
journal= {arXiv preprint arXiv:2102.13083},
year = {2021}
}