Cellier, D.; Fourdrinier, D.; Strawderman, W. E. - In: Journal of Multivariate Analysis 53 (1995) 2, pp. 194-209
Tn the normal case it is well known that, although the James-Stein rule is minimax, it is not admissible and the associated positive rule is one way to improve on it. We extend this result to the class of the spherically symmetric distributions and to a large class of shrinkage rules. Moreover...