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Yuzo Maruyama

A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions

The problem of estimating a mean vector for spherically symmetric distributions with the quadratic loss function is considered. A robust generalized Bayes estimator improving on the James-Stein estimator is given.

Statistics & Decisions, Oldenbourg Wissenschaftsverlag

Print ISSN: 0721-2631
Volume: 21, 01/2003
Pages: 069

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