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Universal domination of stein-type estimators
Authors:Fanny Ki  Kam-Wah Tsuf
Institution:Department of statistics , University of Wisconsin-Madison
Abstract:For the problem of estimating the location parameter of a p-variate spherically symmetric distribution (p>3), Hwang (1985) established the dominance of some positive-part James-Stein (1961) estimators over the usual estimator simultaneously under a very general class of loss function. Vie show that many of his results can be extended to a class of positive-part Baranchik-type estimators (1970).
Keywords:location parameter  spherically symmetric distribution  t-distribution  stochastic domination  loss-robust  confidence set estimator
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