Zinodiny, S.; Rezaei, S.; Arjmand, O. Naghshineh; … - In: Statistics & Probability Letters 83 (2013) 9, pp. 2052-2056
The problem of estimating the mean vector μ of a multivariate normal distribution with the covariance matrix σ2Ip is considered under the loss function, (δ−μ)′D(δ−μ)σ2, where σ2 is unknown and D is a known positive definite diagonal matrix. A large class of Bayes minimax estimators...