A family of dominating minimax estimators of a multivariate normal mean

Let X have a p-variate normal distribution with mean vector [theta] and identity covariance matrix I. In the squared error estimation of [theta], Baranchik (1970) gives a wide family G of minimax estimators. In this paper, a subfamily C of dominating estimators in G is found such that for each estimator [delta]1 in G not in C, there exists an estimator [delta]2 in C which which dominates [delta]1.

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Year of publication:	1984
Authors:	Li, Tze Fen
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 2.1984, 4, p. 215-217
Publisher:	Elsevier
Subject:	admissible Bayes minimax

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259359