Estimation of the mean vector in a singular multivariate normal distribution (Q495383): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(5 intermediate revisions by 5 users not shown) | |||
Property / author | |||
Property / author: Tatsuya Kubokawa / rank | |||
Property / author | |||
Property / author: Tatsuya Kubokawa / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62C20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62J07 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62C10 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6480473 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
empirical Bayes method | |||
Property / zbMATH Keywords: empirical Bayes method / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
generalized Bayes estimator | |||
Property / zbMATH Keywords: generalized Bayes estimator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
inadmissibility | |||
Property / zbMATH Keywords: inadmissibility / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
minimaxity | |||
Property / zbMATH Keywords: minimaxity / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Moore-Penrose inverse | |||
Property / zbMATH Keywords: Moore-Penrose inverse / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
pseudo-Wishart distribution | |||
Property / zbMATH Keywords: pseudo-Wishart distribution / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
quadratic loss | |||
Property / zbMATH Keywords: quadratic loss / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
shrinkage estimator | |||
Property / zbMATH Keywords: shrinkage estimator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
statistical decision theory | |||
Property / zbMATH Keywords: statistical decision theory / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2015.05.016 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2117644373 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Wishart and pseudo-Wishart distributions and some applications to shape theory / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Empirical Bayes on vector observations: An extension of Stein's method / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4360236 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3185327 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5566923 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Integral Inequality for Minimaxity in the Stein Problem / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A new class of generalized Bayes minimax ridge regression estimators / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The density of the inverse and pseudo-inverse of a random matrix / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5556138 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Singular Wishart and multivariate beta distributions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Multivariate Theory for Analyzing High Dimensional Data / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3854462 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3707136 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 17:38, 10 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of the mean vector in a singular multivariate normal distribution |
scientific article |
Statements
Estimation of the mean vector in a singular multivariate normal distribution (English)
0 references
10 September 2015
0 references
empirical Bayes method
0 references
generalized Bayes estimator
0 references
inadmissibility
0 references
minimaxity
0 references
Moore-Penrose inverse
0 references
pseudo-Wishart distribution
0 references
quadratic loss
0 references
shrinkage estimator
0 references
statistical decision theory
0 references
0 references
0 references
0 references