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A class of Shrunken estimators for normal mean

โœ Scribed by V.K. Srivastava; Ramkaran


Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
279 KB
Volume
6
Category
Article
ISSN
0378-3758

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โœ Yuzo Maruyama ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 183 KB

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.