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

✍ Scribed by Yuzo Maruyama

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 183 KB
• Volume: 64
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.1997.1715

✦ Synopsis

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.