Kubokawa, Tatsuya; Strawderman, William E. - Center for International Research on the Japanese … - 2011
This paper studies minimaxity of estimators of a set of linear combinations of location parameters μi, i = 1, . . . , k under quadratic loss. When each location parameter is known to be positive, previous results about minimaxity or non-minimaxity are extended from the case of estimating a...