Ghosh, Malay; Mergel, Victor - In: Journal of Multivariate Analysis 100 (2009) 10, pp. 2331-2336
The paper develops a general class of shrinkage estimators for estimating the normal mean, which dominates the sample mean in three or higher dimensions under a general divergence loss. In the process, the earlier works of James and Stein [11] and Efron and Morris [5] are generalized...