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
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.