Minimax Estimation of Location Parameters for Spherically Symmetric Unimodal Distributions Under Quadratic Loss
球对称单峰分布位置参数在二次损失下的极小极大估计
Families of minimax estimators are found for the location parameter of a $p$-variate $(p \geqq 3)$ spherically symmetric unimodal distribution with respect to general quadratic loss. The estimators of James and Stein, Baranchik, Bock and Strawderman are all considered for this general problem. Specifically, when the loss is general quadratic loss given by $L(\delta, \theta) = (\delta - \theta)'D(\delta - \theta)$ where $D$ is a known $p \times p$ positive definite matrix,…