An improvement of James-Stein estimator under the balanced loss function

In this paper we are dealing with the shrinkage estimators of a multivariate normal mean and their minimaxity properties under the balanced loss function. This paper is presented here two different classes of estimator. First, we generalize the James-Stein estimator and show that any estimator of this class dominates the usual estimator. Second, we can also show that it dominates the James-Stein estimator and conclude that any estimator of this class is minimax.