On shrinkage m-estimators of location parameters |
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| Authors: | Md A.K. Ehsanes Saleh Pranab Kumar Sen |
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| Affiliation: | 1. Department of Mthematics and Statistics , Carleton University , Ottawa , K1S 5B6 , Canada;2. Department of Biostatistics , university of ’Worth Carolina , School of Public Health 20IE, Chapel Hill , NC , 27514 , USA |
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| Abstract: | For a general class of continuous ( and marginally symmetric ) inultivariate distributions, based on suitable M-statistics ( involving bounded but possibly discontinuous score generating functions), shrinkage estimators of location are considered. These estimators are based on the James-Stein type rule and incorporates the idea of preliminary test estimation too. The main emphasis is laid on the study of asymptotic tdistributional ) risk properties of these est-innators, and asymptotic tin-) adraissibility results are also studied under fairly general regularity conditions. |
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| Keywords: | Asymptotic risk bounded score generating functions James-stein rule local (Pitman type-) alternatives loss functions M-estimation multivariate location model preliminary test estimation shrinkage estimation |
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