{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,7]],"date-time":"2026-02-07T23:35:11Z","timestamp":1770507311700,"version":"3.49.0"},"reference-count":22,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":9087,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econ Theory"],"published-print":{"date-parts":[[1985,12]]},"abstract":"<jats:p>The estimation of <jats:italic>K<\/jats:italic> (<jats:italic>K<\/jats:italic> \u2265 3) location parameters is considered under quadratic loss when the coordinates of the best invariant estimators are spherically symmetrically distributed. Under these stochastic mechanisms traditional Stein estimators are evaluated for finite samples and shown to have a risk performance superior to some conventional rules.<\/jats:p>","DOI":"10.1017\/s0266466600011294","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:12:12Z","timestamp":1287393132000},"page":"409-417","source":"Crossref","is-referenced-by-count":11,"title":["Minimax Estimators for the Location Vectors of Spherically Symmetric Densities"],"prefix":"10.1017","volume":"1","author":[{"given":"George","family":"Judge","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Shigetaka","family":"Miyazaki","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Thomas","family":"Yancey","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"key":"S0266466600011294_ref011","first-page":"361","volume-title":"In Proceedings of the Fourth Berkeley Symposium","volume":"1","author":"James","year":"1961"},{"key":"S0266466600011294_ref006","doi-asserted-by":"publisher","DOI":"10.1016\/0047-259X(79)90059-9"},{"key":"S0266466600011294_ref004","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176343009"},{"key":"S0266466600011294_ref007","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176344131"},{"key":"S0266466600011294_ref014","unstructured":"Kelejian, H. H. and Prucha., I. R. Independent and uncorrelated disturbances in linear regression: An illustration of the difference. Working Paper, University of Maryland, 1983."},{"key":"S0266466600011294_ref003","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176346707"},{"key":"S0266466600011294_ref002","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176343287"},{"key":"S0266466600011294_ref019","first-page":"197","volume-title":"In Proceedings of the Third Berkeley Symposium","volume":"1","author":"Stein","year":"1955"},{"key":"S0266466600011294_ref018","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176346410"},{"key":"S0266466600011294_ref009","first-page":"120","volume":"XXIII","author":"Brownstone","year":"1985","journal-title":"Journal of Economic Literature"},{"key":"S0266466600011294_ref017","doi-asserted-by":"crossref","first-page":"213","DOI":"10.1080\/07311768208800017","article-title":"Robust methods in econometrics","volume":"1","author":"Koenker","year":"1982","journal-title":"Econometric Reviews"},{"key":"S0266466600011294_ref015","volume-title":"The distribution of the Stein rule estimator in a model with non-normal disturbances","author":"Knight","year":"1984"},{"key":"S0266466600011294_ref005","volume-title":"Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions","author":"Bock","year":"1983"},{"key":"S0266466600011294_ref001","volume-title":"Multiple regression and estimation of the mean of the multivariate normal distribution","author":"Baranchik","year":"1964"},{"key":"S0266466600011294_ref012","volume-title":"The Statistical Implication of Pre-Test and Stein-Rule Estimators in Econometrics","author":"Judge","year":"1978"},{"key":"S0266466600011294_ref013","volume-title":"The Theory and Practice of Econometrics","author":"Judge","year":"1985"},{"key":"S0266466600011294_ref021","doi-asserted-by":"publisher","DOI":"10.1016\/0047-259X(74)90032-3"},{"key":"S0266466600011294_ref022","first-page":"400","article-title":"Bayesian and non-Bayesian Analysis of the regression model with multivariate student-t error terms","volume":"71","author":"Zellner","year":"1976","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466600011294_ref008","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176344953"},{"key":"S0266466600011294_ref016","doi-asserted-by":"publisher","DOI":"10.2307\/1913643"},{"key":"S0266466600011294_ref010","volume-title":"Robust Statistical Procedures","author":"Huber","year":"1977"},{"key":"S0266466600011294_ref020","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345632"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600011294","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,11,9]],"date-time":"2021-11-09T05:01:53Z","timestamp":1636434113000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600011294\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1985,12]]},"references-count":22,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1985,12]]}},"alternative-id":["S0266466600011294"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600011294","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1985,12]]}}}