Admissible estimators of a multivariate normal mean vector when the scale is unknown

A family of minimax estimators of the mean of a multivariate normal distribution

Y Maruyama and W E Strawderman

Biometrika, 2021, vol. 108, issue 4, 997-1003

Abstract: SummaryWe study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector in the case where the variance is unknown, under scaled quadratic loss. Minimaxity is established for some of these estimators.

Keywords: Admissibility; Bayes estimator; Minimaxity (search for similar items in EconPapers)
Date: 2021
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