A constrained Bayes estimator is established for the location parameter of an elliptically contoured distribution, when it is suspected that some linear constraints may hold on the parameter space. Under Jeffrey’s prior, the posterior distribution is proposed and the exact form of the constrained empirical Bayes estimator is derived for a general form of balanced loss function. Performance of the estimators is discussed using bootstrap simulation and a real data is analyzed to show the applicability of the proposal.

中文翻译：

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椭圆模型中线性约束贝叶斯估计的一个注记

当怀疑某些线性约束可能会保留在参数空间上时，针对椭圆轮廓分布的位置参数建立约束贝叶斯估计器。在杰弗里（Jeffrey）的先验下，提出了后验分布，并针对平衡损失函数的一般形式推导了受约束的经验贝叶斯估计量的精确形式。使用自举模拟讨论了估算器的性能，并分析了实际数据以显示该建议的适用性。