Maruyama, Yuzo - In: Journal of Multivariate Analysis 64 (1998) 2, pp. 196-205
The problem of estimating the mean of a multivariate normal distribution is considered. A class of admissible minimax estimators is constructed. This class includes two well-known classes of estimators, Strawderman's and Alam's. Further, this class is much broader than theirs.