Consider the problem of estimating the mean vector [theta] of a random variable X in , with a spherically symmetric density f(||x-[theta]||2), under loss ||[delta]-[theta]||2. We give an increasing sequence of bounds on the shrinkage constant of Stein-type estimators depending on properties of...

In this article, the Stein-Haff identity is established for a singular Wishart distribution with a positive definite mean matrix but with the dimension larger than the degrees of freedom. This identity is then used to obtain estimators of the precision matrix improving on the estimator based on...