Article ID Journal Published Year Pages File Type
1151583 Statistics & Probability Letters 2015 6 Pages PDF
Abstract

We consider minimax shrinkage estimation of location for spherically symmetric distributions under a concave function of the usual squared error loss. Scale mixtures of normal distributions and losses with completely monotone derivatives are featured.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On improved shrinkage estimators for concave loss
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