NS Condition of Admissibility for the Linear Estimator of Normal Mean with Unknown Variance

Authors
Xu, Xing Zhong Wu, Qi Guang
Citation
Xu, Xing Zhong et Wu, Qi Guang, NS Condition of Admissibility for the Linear Estimator of Normal Mean with Unknown Variance, Acta mathematica Sinica. English series (Print) , 21(5), 2005, pp. 1083-1086
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
21
Issue
5
Year of publication
2005
Pages
1083 - 1086
Database
ACNP
SICI code
Abstract
Suppose Y . N(., .2 I n), where . . R n and .2 > 0 are unknown. We study the admissibility of linear estimators of mean vector under a quadratic loss function. A necessary and suffcient condition of the admissible linear estimator is given.