# Minimaxity and Limits of Risks Ratios of Shrinkage Estimators of a Multivariate Normal Mean in the Bayesian Case

### Abstract

In this article, we consider two forms of shrinkage estimators of a multivariate normal mean with unknown variance. We take the prior law as a normal multivariate distribution and we construct a Modified Bayes estimator and an Empirical Modified Bayes estimator. We are interested instudying the minimaxity and the behavior of risks ratios of these estimators to the maximum likelihood estimator, when the dimension of the parameters space and the sample size tend to infinity.### References

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*Statistics, Optimization & Information Computing*,

*8*(2), 507-520. https://doi.org/10.19139/soic-2310-5070-735

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