A unified and broadened class of admissible minimax estimators of a multivariate normal mean (Q1383921)
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scientific article; zbMATH DE number 1139700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified and broadened class of admissible minimax estimators of a multivariate normal mean |
scientific article; zbMATH DE number 1139700 |
Statements
A unified and broadened class of admissible minimax estimators of a multivariate normal mean (English)
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10 May 1999
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The problem of estimating the mean of multivariate normal distributions is considered under the quadratic loss. A class of admissible minimax estimators is constructed. This class strictly includes two well-known classes of estimators: \textit{W. E. Strawderman}'s [Ann. Math. Statistics 42, 385-388 (1971; Zbl 0222.62006)] and \textit{K. Alam}'s [Ann. of Statist. 1, 517-525 (1973; Zbl 0259.62007)].
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admissible estimators
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multivariate normal mean
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generalized Bayes estimators
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quadratic loss
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