Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix

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Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
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Generalized james-stein estimatoes
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Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression
On estimation of a matrix of normal means with unknown covariance matrix
Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function
A family of admissible minimax estimators of the mean of a multivariate, normal distribution
Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix

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