Characterization of an optimal matrix estimator under convex loss function

DOI10.1007/BF02934632MaRDI QIDQ1962768zbMATH OpenFDO

Authors T. Leo Alexander, B. Chandrasekar

Publication date 13 June 2000

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02934632

zbMATH Keywords

convex loss functionsequivariant estimationmatrix estimationoptimal estimationquadratic loss functionunbiased predictionvector estimation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Recommendations

• scientific article; zbMATH DE number 3890516
• scientific article; zbMATH DE number 4084741
• scientific article; zbMATH DE number 26863
• Improved loss estimation for a normal mean matrix
• Optimal equivariant estimator with respect to convex loss function

Cites work

• A necessary and sufficient condition for an estimator to be optimal
• A note on optimal vector unbiased predictor
• Convex Analysis
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3434922 (Why is no real title available?)
• scientific article; zbMATH DE number 3426633 (Why is no real title available?)
• scientific article; zbMATH DE number 3378392 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Monotonic convex matrix loss functions in statistics
• Optimality of unbiased predictors
• Simultaneous equivariant estimation for location-scale models

Cited in

(3)

• scientific article; zbMATH DE number 3858223 (Why is no real title available?)
• scientific article; zbMATH DE number 4084741 (Why is no real title available?)
• Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models

This page was built for publication: Characterization of an optimal matrix estimator under convex loss function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1962768)