(Received September 4, 1991; revised September 16, 1992)
Abstract. We consider estimation of a location vector for particular subclasses of spherically symmetric distributions in the presence of a known or unknown scale parameter. Specifically, for these spherically symmetric distributions we obtain slightly more general conditions and larger classes of estimators than Brandwein and Strawderman (1991, Ann. Statist., 19, 1639-1650) under which estimators of the form X + ag(X) dominate X for quadratic loss, concave functions of quadratic loss and general quadratic loss.
Key words and phrases: Spherical symmetry, quadratic loss, concave loss, location parameter, unknown scale.
Source ( TeX , DVI , PS )