A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean
The problem of estimating the mean of a multivariate normal distribution is considered. A class of admissible minimax estimators is constructed. This class includes two well-known classes of estimators, Strawderman's and Alam's. Further, this class is much broader than theirs.
Volume (Year): 64 (1998)
Issue (Month): 2 (February)
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- Faith, Ray E., 1978. "Minimax Bayes estimators of a multivariate normal mean," Journal of Multivariate Analysis, Elsevier, vol. 8(3), pages 372-379, September.
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