Minimax estimation of mean of normal distribution for convex and 0-1 type loss function
M.K. Roy (1982). Minimax estimation of mean of normal distribution for convex and 0-1 type loss function. Journal of Statistical Research, Vol. 16, No. 1-2, pp. ??-??.
Abstract
This paper is concerned with the problem of finding a minimax estimates of normal distribution with known variance for convex and 0-1 type of loss function by applying the theorem of Lehmann.