Families of Minimax Estimators of the Mean of a Multivariate Normal Distribution.

by Bradley Efron, Carl N. Morris

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The results of this paper will be useful to researchers involved in the theoretical development of estimation of the mean of a multivariate normal distribution. New criteria, more general than any yet published, are given here for identifying minimax and robust empirical Bayes estimators, including cases where the covariance matrix must be estimated. This paper, one of a series of studies by the authors on the subject of improved methods for multiparameter estimation, presents no applications. (See also R-1394.) 23 pp.

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