IDEAS home Printed from
   My bibliography  Save this article

Estimation of a parameter vector restricted to a cone


  • Ouassou, Idir
  • Strawderman, William E.


We study estimation of a location vector restricted to a convex cone when the dimension, p, is at least 3. We find estimators which improve on the "usual" estimator (the MLE in the normal case) in the general case of a spherically symmetric distribution with unknown scale. The improved estimators may be viewed as Stein-type shrinkage estimators on the set where the usual unbiased estimator (in the unrestricted case) satisfies the restriction. The improved procedures have the extremely strong property of improving on the "usual" estimator uniformly and simultaneously for all spherically symmetric distributions.

Suggested Citation

  • Ouassou, Idir & Strawderman, William E., 2002. "Estimation of a parameter vector restricted to a cone," Statistics & Probability Letters, Elsevier, vol. 56(2), pages 121-129, January.
  • Handle: RePEc:eee:stapro:v:56:y:2002:i:2:p:121-129

    Download full text from publisher

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. Fourdrinier, Dominique & Strawderman, William E., 1996. "A Paradox Concerning Shrinkage Estimators: Should a Known Scale Parameter Be Replaced by an Estimated Value in the Shrinkage Factor?," Journal of Multivariate Analysis, Elsevier, vol. 59(2), pages 109-140, November.
    2. Cellier, D. & Fourdrinier, D., 1995. "Shrinkage Estimators under Spherical Symmetry for the General Linear Model," Journal of Multivariate Analysis, Elsevier, vol. 52(2), pages 338-351, February.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Dominique Fourdrinier & William Strawderman & Martin Wells, 2006. "Estimation of a Location Parameter with Restrictions or “vague information” for Spherically Symmetric Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(1), pages 73-92, March.
    2. Amirdjanova, Anna & Woodroofe, Michael, 2004. "Shrinkage estimation for convex polyhedral cones," Statistics & Probability Letters, Elsevier, vol. 70(1), pages 87-94, October.
    3. Tsukuma Hisayuki, 2009. "Shrinkage estimation in elliptically contoured distribution with restricted parameter space," Statistics & Risk Modeling, De Gruyter, vol. 27(1), pages 25-35, November.
    4. Hisayuki Tsukuma, 2012. "Simultaneous estimation of restricted location parameters based on permutation and sign-change," Statistical Papers, Springer, vol. 53(4), pages 915-934, November.


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:56:y:2002:i:2:p:121-129. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.