Open Access Open Access  Restricted Access Subscription or Fee Access

Estimators of the location parameter under certain spherically symmetric distribution with stochastic analysis

Hobbad Lahoucine, Ouassou Idir

Abstract



In this article, we consider estimation of a location vector for a sub-classe of distributions that includes the spherically symmetric ones, in the presence of a known or unknown scale parameter. Specifically, for these distributions we obtain slightly more general conditions and larger classes of estimators than Steven N. Evans1 and Philip B. Stark (1996) under which estimators of the form X + g(X) dominate X for quadratic loss, using elementary
stochastic analysis to obtain a generalization of an integration by parts lemma due to Stein in the Gaussian case.

Keywords


spherical symmetry, quadratic loss, James-Stein estimation, stochastic analysis, Brownian motion.

Full Text:

PDF


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information. Also: DOI is paid service which provided by a third party. We never mentioned that we go for this for our any journal. However, journal have no objection if author go directly for this paid DOI service.