A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

• 1 April 1970
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 41  (2) , 642-645
• https://doi.org/10.1214/aoms/1177697104

Abstract

Keywords

• MINIMAX ESTIMATORS
• MEAN
• FAMILY OF MINIMAX
• MULTIVARIATE NORMAL DISTRIBUTION