Improving on the MLE of a mean of a spherical distribution

for the problem of estimating under squared error loss the mean of a p-variate spherically symmetric destribution where the mean lies in a ball of radius m,a sufficient condition for an estimator to dominate the maximum likelihood estimator is obtained.

کلیدواژه ها:

maximum likelihood estimator ، restricted parameter space squared error loss ، dominance ، simultaneous dominance ، spherically symmetric distribution ، scale mixture of normals ، multivariate student distribution.