Research Communication | Open Access
Volume 2021 | Communication ID 98
Volume 2021 | Communication ID 98
| On estimation of a multivariate normal mean under different loss functions |
Abdenour Hamdaoui
Received |
Accepted |
Published |
January 27, 2021 |
February 15, 2021 |
March 15, 2021 |
Abstract: In this work, we interest to study the estimation of a multivariate normal mean distribution with unknown variance. We consider a class of shrinkage estimator that generalize the James-Stein estimator introduced by James and Stein [4], then we establish the sufficient conditions of the minimaxity of these estimators under the usual quadratic loss function. We also treat the general situation corresponding to the arbitrary quadratic loss function. To proofs of main results we used many papers; we cite for example Bock [2], Hamdaoui and Benmansour [3], Stein [5] and Benkhaled and Hamdaoui [1]. ...