Empirical Bayesian estimation of normal variances and covariances
From MaRDI portal
Publication:1414602
DOI10.1016/S0047-259X(02)00076-3zbMath1030.62004MaRDI QIDQ1414602
Publication date: 4 December 2003
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
62H12: Estimation in multivariate analysis
62F10: Point estimation
62C10: Bayesian problems; characterization of Bayes procedures
62C12: Empirical decision procedures; empirical Bayes procedures
Related Items
Toward Best Approximation of Nonlinear Systems: A Case of Models with Memory, Best approximation of the identity mapping: The case of variable finite memory, Optimal multilinear estimation of a random vector under constraints of causality and limited memory
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation of a covariance matrix under Stein's loss
- Empirical Bayes estimation of the multivariate normal covariance matrix
- The variational form of certain Bayes estimators
- Multivariate empirical Bayes and estimation of covariance matrices
- Estimation of a covariance matrix using the reference prior
- Shrinkage Estimators for Covariance Matrices
- Bayesian estimation of the dispersion matrix of a multivariate normal distribution
- Improved minimax estimation of a normal precision matrix
- Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
- Improved Minimax Estimators of Normal Convariance and Precision Matrices
- Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix
- Bayesian analysis of a three-component hierarchical design model