抄録
Stein estimator for p_??_3 normal means is known to dominate the usual estimator if the loss is quadratic. Efron and Morris [6] proposed an alternative to Stein estimator to limit the maximum component risk. We derive an unbiased estimator of the risk for a class of estimators and based on this we mainly discuss minimaxity of the estimators including the Efron-Morris estimator and its modifications. A weak admissibility of the estimators in the sense of component risk unbiased estimator is also given.
