Linear Admissible Estimators of Mean Vector under Invariant Quadratic Loss

Let Y1，Y2，…，Y_n, be i.i.d., EY₁＝β,CovY₁＝∑,β∈R^p and ∑＞0 are unknown parameters.Under invariant quadratic loss function, we obtained necessary and sufficient condition that a linear estimator is admissible among linear estimator class.