A note on estimating the mean vector of a multivariate normal distribution with general quadratic loss function
信雄 篠崎 · Institutional Repositories DataBase (IRDB) · 1974
We investigate the problem of estimating the mean vector of a multivariate normal random vector x with general quadratic loss function.Some estimators which are different from BHATTACHARYA's one and have simpler form are shown to have uniformly smaller risk than x.A generalization of BHATTACHARYA's result is also given.