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Admissible Estimation of a Multivariate Normal Mean

 

B.C. Arnold (2010). Admissible Estimation of a Multivariate Normal Mean . Journal of Statistical Research, Vol. 44, No. 1, pp.  129-134.

 

Abstract

The James-Stein (1961) estimate of a multivariate normal mean has spawned a spectrum of related admissibility and inadmissibility results. Nevertheless it has not had much impact at the grass-roots level of applied statistics and continues to be almost totally ignored (after almost a half century) in introductory textbooks. Possible reasons for its low profile are discussed.

 

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