Stein's idea and minimax admissible esti
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Yuzo Maruyama
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Article
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2004
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Elsevier Science
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English
β 199 KB
We consider estimation of a multivariate normal mean vector under sum of squared error loss.We propose a new class of minimax admissible estimator which are generalized Bayes with respect to a prior distribution which is a mixture of a point prior at the origin and a continuous hierarchical type pri