Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector |
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Authors: | Dominique Fourdrinier Othmane Kortbi William E Strawderman |
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Institution: | 1. Université de Rouen, LITIS EA 4108, Avenue de l’Université, BP 12, 76801, Saint-étienne-du-Rouvray, France 2. Department of Statistical Science, Cornell University, 1176 Comstock Hall, Ithaca, NY, 14853, USA 3. Département de mathématiques, Université de Sherbrooke, Sherbrooke, QC, Canada 4. Department of Statistics, Rutgers University, Piscataway, NJ, 08854-8019, USA
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Abstract: | We consider estimation of the mean vector, $\theta $ , of a spherically symmetric distribution with known scale parameter under quadratic loss and when a residual vector is available. We show minimaxity of generalized Bayes estimators corresponding to superharmonic priors with a non decreasing Laplacian of the form $\pi (\Vert \theta \Vert ^{2})$ , under certain conditions on the generating function $f(\cdot )$ of the sampling distributions. The class of sampling distributions includes certain variance mixtures of normals. |
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