earticle

영어

For the mean vector of a p-variate normal distribution (p≥3), the optimal estimation within the class of James-Stein type decision rules under the quadratic loss are given when the underlying distribution is that of a variance mixture of normals and when the norm 􀃧􀃧 􀄇 􀄾 􀃧􀃧 in known. It also demonstrated that the optimal estimation within the class of Lindley type decision rules under the same loss when the underlying distribution is the previous type and the norm 􎂴􀄾 􀃠􀄇 􀄾 􀄇 􀃎􎂴with 􀄇 􀄾 􀃡 􀄇 􀆎 􀃎 􀄁 􀆇 􀃡 􀃎 􀆌 􀄾􀆇 and 􀄇 􀃎 􀃡 􀃞􀃎􀃬􀁺􀃬􀃎􀃟􍿁 is known.