In the estimation of the mean matrix in a multivariate normal distribution, the generalized Bayes estimators with closed forms are provided, and the sufficient conditions for their minimaxity are derived relative to both matrix and scalar quadratic loss functions. The generalized Bayes estimators of the covariance matrix are also given with closed forms, and the dominance properties are discussed for the Stein loss function.

翻译：在以多变正常分布对平均矩阵进行估计时,提供了普遍采用封闭形式的贝耶斯测算器,并结合矩阵和天平二次量值损失功能,得出了其微度的充分条件。