Admissible estimators of a multivariate normal mean vector when the scale is unknown

03/19/2020
by   Yuzo Maruyama, et al.
0

We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector when the variance is unknown, under scaled quadratic loss. Minimaxity is also established for certain of these estimators.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset