@article{b89f3639a5794a7cb4168f25f8fd90d2,
title = "On improved shrinkage estimators for concave loss",
abstract = "We consider minimax shrinkage estimation of location for spherically symmetric distributions under a concave function of the usual squared error loss. Scale mixtures of normal distributions and losses with completely monotone derivatives are featured.",
keywords = "Concave loss, Location parameters, Minimaxity, Primary, Secondary, Stein estimation",
author = "Tatsuya Kubokawa and {\'E}ric Marchand and Strawderman, {William E.}",
note = "Funding Information: The authors wish to thank an anonymous reviewer for a careful and helpful review of the paper. Tatsuya Kubokawa{\textquoteright}s research is supported by Grants-in-Aid for Scientific Research Nos. 19200020 and 21540114 from the Japan Society for the Promotion of Science , {\'E}ric Marchand{\textquoteright}s research is supported in part by a grant from the Natural Sciences and Engineering Research of Canada ( 105806-2012 ), and William Strawderman{\textquoteright}s research is partially supported by a grant from the Simons Foundation ( #209035 ). Publisher Copyright: {\textcopyright} 2014 Elsevier B.V.",
year = "2015",
month = jan,
day = "1",
doi = "10.1016/j.spl.2014.09.024",
language = "English (US)",
volume = "96",
pages = "241--246",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",
}