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Abstract
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One of the most important subjects in many areas of statistics are estimating. In this paper we present the
shrinkage estimators of the location parameter vector for spherically symmetric distributions.
We suppose that the mean vector is non-negative constraint and the components of diagonal covariance matrix is known.We
compered the present estimator with natural estimator by using risk function. We show that when the covariance matrices
are known, under the balance error loss function, shrinkage estimator has the smaller risk than the natural estimator. At the
end the results of the paper are examined by using simulation study.
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