期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2021
卷号：17
期号：3
页码：711-727
DOI：10.18187/pjsor.v17i3.3663
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：In this paper, we are interested in estimating a multivariate normal mean under the balanced loss function using the shrinkage estimators deduced from the Maximum Likelihood Estimator (MLE). First, we consider a class of estimators containing the James-Stein estimator, we then show that any estimator of this class dominates the MLE, consequently it is minimax. Secondly, we deal with shrinkage estimators which are not only minimax but also dominate the James- Stein estimator.
