Improving on the MLE of a mean of a spherical distribution

for the problem of estimating under squared error loss the mean of a p-variate spherically symmetric destribution where the mean lies in a ball of radius m,a sufficient condition for an estimator to dominate the maximum likelihood estimator is obtained.

Keywords:

maximum likelihood estimator , restricted parameter space squared error loss , dominance , simultaneous dominance , spherically symmetric distribution , scale mixture of normals , multivariate student distribution.