Strawderman, William E. - In: Journal of Multivariate Analysis 4 (1974) 3, pp. 255-264
Families of minimax estimators are found for the location parameters of a p-variate distribution of the form , where G(·) is a known c.d.f. on (0, [infinity]), p = 3 and the loss is sum of squared errors. The estimators are of the form (1 - ar(X'X)/E0(1/X'X)X'X)X where 0 = a = 2, r(X'X) is...
