Abstract
Bounds on the risks, under squared error loss, of a family of estimators of a multivariate location parameter are given for both fixed and random unknown location parameters when the covariance matrix of the observed random variable is unknown. The class of estimators considered in this paper contains Cogburn's [2].
Citation
Serge L. Wind. "Stein-James Estimators of a Multivariate Location Parameter." Ann. Math. Statist. 43 (1) 340 - 343, February, 1972. https://doi.org/10.1214/aoms/1177692727
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