Admissible estimators of a multivariate normal mean vector when the scale is unknown
Statistics Theory
2020-03-20 v1 Statistics Theory
Abstract
We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector when the variance is unknown, under scaled quadratic loss. Minimaxity is also established for certain of these estimators.
Cite
@article{arxiv.2003.08571,
title = {Admissible estimators of a multivariate normal mean vector when the scale is unknown},
author = {Yuzo Maruyama and William E. Strawderman},
journal= {arXiv preprint arXiv:2003.08571},
year = {2020}
}