Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation

Statistics ◽  
1997 ◽  
Vol 30 (2) ◽  
pp. 99-125 ◽  
Author(s):  
Jyh-Jiuan Lin ◽  
Nabendu Pal ◽  
Ching-Hui Chang
Keyword(s):  
Multivariate Normal ◽  
Variance Estimators ◽  
Multivariate Normal Mean ◽  
Normal Mean ◽  
Vector Estimation ◽  
Mean Vector

scholarly journals Admissible estimators of a multivariate normal mean vector when the scale is unknown

Biometrika ◽  
2020 ◽  
Author(s):  
Y Maruyama ◽  
W E Strawderman
Keyword(s):  
Normal Vector ◽  
Quadratic Loss ◽  
Multivariate Normal ◽  
Bayes Estimators ◽  
Multivariate Normal Mean ◽  
Generalized Bayes ◽  
Normal Mean ◽  
Mean Vector

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 established for some of these estimators.

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