A unified and broadened class of admissible minimax estimators of a multivariate normal mean (Q1383921)

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A unified and broadened class of admissible minimax estimators of a multivariate normal mean
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    A unified and broadened class of admissible minimax estimators of a multivariate normal mean (English)
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    10 May 1999
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    The problem of estimating the mean of multivariate normal distributions is considered under the quadratic loss. A class of admissible minimax estimators is constructed. This class strictly includes two well-known classes of estimators: \textit{W. E. Strawderman}'s [Ann. Math. Statistics 42, 385-388 (1971; Zbl 0222.62006)] and \textit{K. Alam}'s [Ann. of Statist. 1, 517-525 (1973; Zbl 0259.62007)].
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    admissible estimators
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    multivariate normal mean
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    generalized Bayes estimators
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    quadratic loss
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