A family of dominating minimax estimators of a multivariate normal mean

Abstract

Let X have a p-variate normal distribution with mean vector [theta] and identity covariance matrix I. In the squared error estimation of [theta], Baranchik (1970) gives a wide family G of minimax estimators. In this paper, a subfamily C of dominating estimators in G is found such that for each estimator [delta]1 in G not in C, there exists an estimator [delta]2 in C which which dominates [delta]1.admissible Bayes minimax