Before revision:  I construct the dominating estimator by a variant of James-Stein shrinkage in an appropriate high-dimensional Normal-means problem ; it can be understood as an invariant generalized Bayes estimator with an uninformative (improper) Jeffreys prior in the target parameter.
After revision:  I construct the dominating estimator by a variant of James-Stein shrinkage in an appropriate high-dimensional Normal-means problem . It can be interpreted as an invariant generalized Bayes estimator with an uninformative (improper) Jeffreys prior in the target parameter.