Article ID Journal Published Year Pages File Type
1152620 Statistics & Probability Letters 2014 8 Pages PDF
Abstract

We study existence of unbiased estimators of risk for estimators of the location parameter of a spherically symmetric distribution, when a residual vector is available to estimate scale, under invariant quadratic loss. We show such existence often characterizes normality.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the non existence of unbiased estimators of risk for spherically symmetric distributions
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