Research Communication | Open Access
Volume 2021 | Communication ID 95
Volume 2021 | Communication ID 95
| On shrinkage estimators: minimaxity and asymptotic behavior of risks ratios |
Abdelkader Benkhaled
Received |
Accepted |
Published |
January 27, 2021 |
February 15, 2021 |
March 15, 2021 |
Abstract: In this work, we deal with the estimation of a multivariate normal mean under the usual quadratic loss function. We consider a general class of shrinkage estimators containing the James-Stein estimator introduced by James and Stein [4] and the estimators of Baranchik type defined in [1]. When the dimension of the parameters space is moderate, we give sufficient conditions of the minimaxity of the considered estimators, different from the one obtained in Sun [5] and Hamdaoui and Benmansour [3]. In the case where the dimension of the parameters space and the sample size tend to infinity, we ...