Stein estimation for non-normal spherically symmetric location families in three dimensions
Journal of Multivariate Analysis
A unified and broadened class of admissible minimax estimators of a multivariate normal mean
Journal of Multivariate Analysis
Journal of Multivariate Analysis
Stein's idea and minimax admissible estimation of a multivariate normal mean
Journal of Multivariate Analysis
Journal of Multivariate Analysis
Journal of Multivariate Analysis
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We give a sufficient condition for admissibility of generalized Bayes estimators of the location vector of spherically symmetric distribution under squared error loss. Compared to the known results for the multivariate normal case, our sufficient condition is very tight and is close to being a necessary condition. In particular, we establish the admissibility of generalized Bayes estimators with respect to the harmonic prior and priors with slightly heavier tail than the harmonic prior. We use the theory of regularly varying functions to construct a sequence of smooth proper priors approaching an improper prior fast enough for establishing the admissibility. We also discuss conditions of minimaxity of the generalized Bayes estimator with respect to the harmonic prior.