Minimax estimation for certain independent component districutions under welghted squared error loss
Robert J. Miceli, William E. Strawdeerman · Communication in Statistics- Theory and Methods · 1986
Let X be a vactor of independent components with mean vectoro. θ We assume that the distribution of the jth component is of the form i.e.a.varliant mixture of noramal distribution are minimax for the problem of estimating the vector under the loss function