Minimax estimators for a multinormal precision matrix
From MaRDI portal
Publication:1255738
DOI10.1016/0047-259X(77)90079-3zbMath0402.62028MaRDI QIDQ1255738
Publication date: 1977
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items
Improved second order estimation in the singular multivariate normal model, Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations, On estimation in multivariate linear calibration with elliptical errors, Improved estimation of a multinormal precision matrix, Linear. empirical bayes estimation in the case of the wishart distribution, Estimation of a covariance matrix in multivariate skew-normal distribution, Estimation of scale parameter under entropy loss function, An identity for the Wishart distribution with applications, Estimation of the inverse scatter matrix of an elliptically symmetric distribution, Shrinkage estimation with a matrix loss function, Structural shrinkage of nonparametric spectral estimators for multivariate time series, Bayesian estimation of a bounded precision matrix, Random matrix theory in statistics: a review, Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss, Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses, Cleaning large correlation matrices: tools from random matrix theory, On improved estimation of normal precision matrix and discriminant coefficients, Flexible covariance estimation in graphical Gaussian models, Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review, A further note on some Wishart expectations, On estimation of discriminant coefficients, Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution, Compromise between generalized bayes and bayes estimators of poisson means under entropy loss, On estimating the common mean of several normal populations under the pitman closeness criterion, Empirical Bayes minimax estimators of matrix normal means, Trimmed minimax estimator of a covariance matrix, Further identities for the Wishart distribution with applications in regression
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Families of minimax estimators of the mean of a multivariate normal distribution
- Multivariate empirical Bayes and estimation of covariance matrices
- Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
- Minimax estimators of the multinormal mean: Autoregressive priors
- Empirical Bayes on vector observations: An extension of Stein's method
