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Admissible estimators of a multivariate normal mean vector when the scale is unknown
Published 19 Mar 2020 in math.ST and stat.TH | (2003.08571v1)
Abstract: We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector when the variance is unknown, under scaled quadratic loss. Minimaxity is also established for certain of these estimators.
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