On shrinkage estimation for balanced loss functions

Éric Marchand, William E. Strawderman

The estimation of a multivariate mean $\theta$ is considered under natural modifications of balanced loss function of the form: (i) $\omega \rho (\Vert \delta -{\delta }_0{\Vert }^2)+(1-\omega )\rho (\Vert \delta -\theta {\Vert }^2)$, and (i…