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This paper is primarily concerned with extending the results of Brandwein and Strawderman in the usual canonical setting of a general linear model when sampling from a spherically symmetric distribution. When the location parameter belongs to a proper linear subspace of the sampling space, we...
Persistent link: https://www.econbiz.de/10005093909
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...
Persistent link: https://www.econbiz.de/10005160386