Suppose independent observations X 1, X 2, …, X k are available from k (≥2) normal populations having means θ1, θ2, …, θ k , respectively, and common variance unity. The means are known to be ordered, that is, θ1≤θ2≤···≤θ k . Two commonly used estimators for simultaneous estimation of θ=(θ1, θ2, …, θ k ) are δ MLE, the order restricted maximum likelihood estimator (MLE), and δ p, the generalized Bayes estimator of θ with respect to the uniform prior on the restricted space Ω={θ∈R k : θ1≤θ2≤···≤θ k }, where R k denotes the k-dimensional Euclidean space. Both δ MLE and δ p improve the usual unrestricted MLE X=(X 1, X 2, …, X k ) and are minimax. But δ MLE is inadmissible for k≥2 and δ p is inadmissible for k≥3. However, no dominating estimators are yet known. Using Brown's [Brown, L.D., 1979, A heuristic method for determining admissibility of estimators—with applications. Annals of Statistics, 7, 960–994] heuristic approach for proving admissibility or inadmissibility of estimators, we propose some classes of James–Stein type estimators and show, through a simulation study, that many of these estimators dominate δ p and δ MLE.