A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean

Yuzo Maruyama

Journal of Multivariate Analysis, 1998, vol. 64, issue 2, 196-205

Abstract: 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.

Keywords: admissible; minimax; multivariate normal mean; generalized Bayes; quadratic loss (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (10)

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