Minimaxity and Limits of Risks Ratios of Shrinkage Estimators of a Multivariate Normal Mean in the Bayesian Case

Abdenour Hamdaoui, Abdelkader Benkhaled, Nadia Mezouar

In this article, we consider two forms of shrinkage estimators of the mean $\theta$ of a multivariate normal distribution $X\sim N_p\left(\theta ,{\sigma }^2{I}_p\right)$ where ${\sigma }^2$ is unknow…