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).