Given n mutually independent p -dimensional random vectors ( X 1 ,…, X n ), where X i ∼N p ( μ , σ 2 i I ), the problem of estimating the common mean vector μ is considered assuming that σ 2 i 's are unknown. A class of Stein-type shrinkage estimators uniformly dominating a usual estimator based only on X i 's is given. This strengthens a similar result due to George (1991) and Krishnamoorthy (1991) for the special case n =2. As a consequence of this result, a class of Stein-type shrinkage estimators uniformly dominating a usual estimator based on X i 's and some estimators of σ 2 i 's distributed independently of X i 's are also obtained.