Let X1,...,Xn (n1, p1) be independently and identically distributed normal p-vectors with mean [mu] and covariance matrix ([mu]'[mu]/C2)I, where the coefficient of variation C is known. The authors have obtained the best equivariant estimator of [mu] under the loss function...

Let X1, ..., Xn (n p 2) be independently and identically distributed p-dimensional normal random vectors with mean vector [mu] and positive definite covariance matrix [Sigma] and let [Sigma] and . be partioned as1 p-1 1 p-1. We derive here the best equivariant estimators of the regression...