• 통합자연과학논문집
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• 제6권4호
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• pp.251-255
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• 2013

For the mean vector of a p-variate normal distribution ($p{\geq}4$), the optimal estimation within the class of modified James-Stein type decision rules under the quadratic loss is given when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}{\theta}-\bar{\theta}1{\parallel}$ it known.