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A family of dominating minimax estimators of a multivariate normal mean

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  • Li, Tze Fen

Abstract

Let X have a p-variate normal distribution with mean vector [theta] and identity covariance matrix I. In the squared error estimation of [theta], Baranchik (1970) gives a wide family G of minimax estimators. In this paper, a subfamily C of dominating estimators in G is found such that for each estimator [delta]1 in G not in C, there exists an estimator [delta]2 in C which which dominates [delta]1.

Suggested Citation

  • Li, Tze Fen, 1984. "A family of dominating minimax estimators of a multivariate normal mean," Statistics & Probability Letters, Elsevier, vol. 2(4), pages 215-217, August.
    • Handle: RePEc:eee:stapro:v:2:y:1984:i:4:p:215-217
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    Keywords

    admissible Bayes minimax;

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