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math.ST2021
A Review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
Yuzo Maruyama, William, E. Strawderman
Brown's 1971 paper "Admissible estimators, recurrent diffusions and insoluble boundary value problems" is a landmark in the admissibility literature. It nearly completely settles t…
math.ST2021★ 1 cited
On admissible estimation of a mean vector when the scale is unknown
Yuzo Maruyama, William E. Strawderman
We consider admissibility of generalized Bayes estimators of the mean of a multivariate normal distribution when the scale is unknown under quadratic loss. The priors considered pu…