A sequence of improvements over the James-Stein estimator

In this article, we consider the problem of estimating a p-variate (p >= 3) normal mean vector in a decision-theoretic setup. Using a simple property of the noncentral chi-square distribution, we have produced a sequence of smooth estimators dominating the James-Stein estimator and each improved estimator is better than the previous one. It is also shown by using a technique of [5]. J. Multivariate Anal.36 121-126) that our smooth estimators can be dominated by non-smooth estimators.