Article ID Journal Published Year Pages File Type
1151510 Statistics & Probability Letters 2014 6 Pages PDF
Abstract
We investigate the problem of simultaneous estimation of multivariate normal mean vector using Zellner (1994)'s balance loss function when common variance σ2 is unknown. We first find a class of minimax estimators for this problem which extends a class given by Chung et al. (1999). This result is then used to obtain a large class of Bayes minimax estimators for mean vector.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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