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March, 1984 Simultaneous Estimation of Location Parameters Under Quadratic Loss
Nobuo Shinozaki
Ann. Statist. 12(1): 322-335 (March, 1984). DOI: 10.1214/aos/1176346410

Abstract

Simultaneous estimation of $p(p \geq 3)$ location parameters are considered under quadratic loss. Explicit estimators which dominate the best invariant one are given mainly when coordinates of the best invariant one are independently, identically and symmetrically distributed. Effectiveness of integration by parts in evaluating the risk function of the dominating estimator is shown for three typical continuous distributions (uniform, double exponential and $t$). Further explicit dominating estimators are given in terms of second and fourth moments of the best invariant one.

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Nobuo Shinozaki. "Simultaneous Estimation of Location Parameters Under Quadratic Loss." Ann. Statist. 12 (1) 322 - 335, March, 1984. https://doi.org/10.1214/aos/1176346410

Information

Published: March, 1984
First available in Project Euclid: 12 April 2007

zbMATH: 0542.62042
MathSciNet: MR733517
Digital Object Identifier: 10.1214/aos/1176346410

Subjects:
Primary: 62C99
Secondary: 62F10, 62H12

Rights: Copyright © 1984 Institute of Mathematical Statistics

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Vol.12 • No. 1 • March, 1984
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