## The Annals of Statistics

### On Some Shrinkage Estimators of Multivariate Location

#### Abstract

For a continuous and diagonally symmetric multivariate distribution, incorporating the idea of preliminary test estimators, a variant form of the James-Stein type estimation rule is used to formulate some shrinkage estimators of location based on rank statistics and $U$-statistics. In an asymptotic setup, the relative risks for these shrinkage estimators are shown to be smaller than their classical counterparts.

#### Article information

Source
Ann. Statist., Volume 13, Number 1 (1985), 272-281.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176346592

Digital Object Identifier
doi:10.1214/aos/1176346592

Mathematical Reviews number (MathSciNet)
MR773167

Zentralblatt MATH identifier
0564.62029

JSTOR