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.
Ann. Statist.
3(1):
209-218
(January, 1975).
DOI: 10.1214/aos/1176343009
