Bayesian multivariate normal analysis under the extended reflected normal loss function

DOI10.1080/02331880108802732MaRDI QIDQ2762605zbMATH OpenOpenAlexFDO

Authors J. Behboodian, Mina Towhidi

Publication date 18 February 2002

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880108802732

zbMATH Keywords

eigenvaluesentropy loss functionextended reflected normal lossinverted Wishart priormultivariate normal distribution

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

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Cites work

• Consistent and asymptotically normal parameter estimates for hidden Markov models
• Estimation of an Ergodic Diffusion from Discrete Observations
• Estimation of the coefficients of a diffusion from discrete observations
• scientific article; zbMATH DE number 3940388 (Why is no real title available?)
• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• Martingale estimation functions for discretely observed diffusion processes
• Time series: theory and methods.

Cited in

(10)

• Estimation of the multivariate normal mean under the extended reflected normal loss function
• Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
• Minimax estimation of the mean of the multivariate normal distribution
• scientific article; zbMATH DE number 4109867 (Why is no real title available?)
• Bayesian multivariate normal analysis with a wishart prior
• On Inverted Matrix Variate Gamma Distribution
• Bayesian multivariate normal analysis under balanced loss function
• Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss
• Low and high dimensional wavelet thresholds for matrix-variate normal distribution
• Estimation of the location parameter under LINEX loss function: Multivariate case

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