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

DOI10.1006/JMVA.1998.1803zbMATH Open1057.62500OpenAlexW2017788063MaRDI QIDQ1293666FDOQ1293666

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

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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)

Cites Work

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• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
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• Minimax estimators for a multinormal precision matrix
• A General Approach to Nonparametric Empirical Bayes Estimation
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• Empirical Bayes minimax estimators of matrix normal means
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• Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix
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Cited In (8)

• Minimax estimation for mixtures of Wishart distributions
• Title not available (Why is that?)
• Bayes empirical Bayes classification of components using masked data
• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• Empirical Bayes decision rule for classification on defective items in Weibull distribution
• Adaptive wavelet estimator for a function and its derivatives in an indirect convolution model
• Linear. empirical bayes estimation in the case of the wishart distribution
• A Bayes Empirical Bayes Decision Rule for Classification

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