Abstract.
In the estimation problem of unknown variance of a multivariate normal distribution, a new class of minimax estimators is obtained. It is noted that a sequence of estimators in our class converges to the Stein's truncated estimator.
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Received: March 1998
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Maruyama, Y. Minimax estimators of a normal variance. Metrika 48, 209–214 (1998). https://doi.org/10.1007/PL00003974
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DOI: https://doi.org/10.1007/PL00003974