Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution

DOI10.1006/JMVA.1998.1803MaRDI QIDQ1293666zbMATH OpenOpenAlexFDO

Authors Marianna Pensky

Publication date 1999

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1998.1803

zbMATH Keywords

Wishart distributionempirical Bayes estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cites work

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• A General Approach to Nonparametric Empirical Bayes Estimation
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
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• Minimax estimators of a covariance matrix
• Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix

Cited in

(8)

• A Bayes Empirical Bayes Decision Rule for Classification
• Bayes empirical Bayes classification of components using masked data
• Empirical Bayes decision rule for classification on defective items in Weibull distribution
• Minimax estimation for mixtures of Wishart distributions
• Linear. empirical bayes estimation in the case of the wishart distribution
• scientific article; zbMATH DE number 3945103 (Why is no real title available?)
• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• Adaptive wavelet estimator for a function and its derivatives in an indirect convolution model

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