Minimax Estimators of the Mean of a Multivariate Normal Distribution

By M. Bock. 1975

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Kernel Mean Shrinkage Estimators (2014, background): “ James-Stein estimator from the Bayesian point of view and soon after inspired a considerable number of works in this direction, e.g., Efron and Morris (1972, 1973b, 1975) and later by Berger (1975), Bock (1975), and Hudson (1978). Although Stein phenomenon has been extensively studied in the statis”
Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean (2015, background): “Bock (1975) and Brown (1975, Theorem 3) independently obtained these conditions earlier as sufficient for the existence of a minimax estimator.”
Revisiting Stein's paradox: multi-task averaging (2014, methodology): “In this paper we do just that: apply this regularizer to mean estimation, show that this special case enables new and useful analytic results, and demonstrate its performance with simulated and real data.”
Multi-Task Averaging (2011, methodology): “The most closely related work is Stein estimation, an empirical Bayes strategy for estimating multiple means simultaneously [7, 8, 2, 9].”