The problem of the estimation of a multivariate normal mean when the variance is known up to a multiplicative factor is considered under an arbitrary quadratic loss. We introduce shrinkage estimators with differentiable shrinking functions under weak algebraic assumptions. We deduce sufficient...

If, in the mid 1980's, one had asked the average statistician about the difficulties of using Bayesian Statistics, his/her most likely answer would have been"Well, there is this problem of selecting a prior distribution and then, even if one agrees on the prior, the whole Bayesian inference is...