Estimation under the matrix variate elliptical model

MaRDI QIDQ4686975zbMATH OpenFDO

Authors Janet van Niekerk, A. Bekker, M. Arashi, D. J. de Waal

Publication date 10 October 2018

Full work available at URL https://hdl.handle.net/10520/EJC186834

zbMATH Keywords

Bayesian inferenceBessel function of matrix argumentcharacteristic matrixmatrix variate elliptical modelmaximum posterior modenormal-inverse Wishartnormal-Wishartsquared error loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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Cited in

(8)

• Bayesian statistical inference on elliptical matrix distributions
• Unbiased risk estimates for matrix estimation in the elliptical case
• Estimation of mean form and mean form difference under elliptical laws
• Subjective Bayesian analysis of the elliptical model
• Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure
• Predicting precision matrices for color matching problem
• Wishart distributions: advances in theory with Bayesian application
• Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots

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