A family of dominating minimax estimators of a multivariate normal mean
Let X have a p-variate normal distribution with mean vector \(\theta\) and identity covariance matrix I. In the squared error estimation of \(\theta\), \textit{A. J. Baranchik} [Ann. Math. Stat. 41, 642-645 (1970; Zbl 0204.525)] gives a wide family \({\mathcal G}\) of minimax estimators. In this paper, a subfamily C of dominating estimators in \({\mathcal G}\) is found such that for each estimator \(\delta_ 1\) in \({\mathcal G}\) not in C, there exists an estimator \(\delta_ 2\) in C which dominates \(\delta_ 1\).
scientific article; zbMATH DE number 3883388