Geodesic
On the admissibility of Pitman's estimators of a~multidimensional location parameter
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 718-723

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The loss being determined by the covariance matrix, the admissibility of Pitman's estimators of a multidimensional location parameter is proved. 
@article{TVP_1971_16_4_a12,
     author = {S. M. Fintu\v{s}al},
     title = {On the admissibility of {Pitman's} estimators of a~multidimensional location parameter},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {718--723},
     publisher = {mathdoc},
     volume = {16},
     number = {4},
     year = {1971},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a12/}
}
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S. M. Fintušal. On the admissibility of Pitman's estimators of a~multidimensional location parameter. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 718-723. http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a12/