## The Annals of Statistics

### Minimax Estimators of the Mean of a Multivariate Normal Distribution

M. E. Bock

#### Abstract

An extension of Strawderman's results yields minimax admissible estimates for the mean of a $p$-variate normal distribution where the known nonsingular covariance matrix is not necessarily the identity and $p > 2$. Minimax estimators for the case where the covariance matrix is unknown are also given.

#### Article information

Source
Ann. Statist. Volume 3, Number 1 (1975), 209-218.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176343009

Digital Object Identifier
doi:10.1214/aos/1176343009

Mathematical Reviews number (MathSciNet)
MR381064

Zentralblatt MATH identifier
0314.62005

JSTOR