Orthogonally invariant estimation of the skew-symmetric normal mean matrix

DOI10.1007/BF00774784zbMATH Open0799.62062OpenAlexW2051714134MaRDI QIDQ1335375FDOQ1335375

Authors: Satoshi Kuriki 

Publication date: 17 November 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00774784

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zbMATH Keywords

isotonic regressionpaired comparisonsMonte Carlo studysingular valueminimax estimatorsunbiased estimator of riskorthogonally invariant estimatororder-preserving modificationskew-symmetric normal mean matrix

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
• Title not available (Why is that?)
• An Analysis of Variance for Paired Comparisons
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution

Cited In (2)

• Dimension-free bounds for largest singular values of matrix Gaussian series
• Distributions of the largest singular values of skew-symmetric random matrices and their applications to paired comparisons

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