On estimation of matrix of normal mean

DOI10.1016/0047-259X(86)90059-XzbMath0615.62057MaRDI QIDQ1820529

Zu Kang Zheng

Publication date: 1986

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

zbMATH Keywords

Stein's methodcharacteristic rootsminimax estimatormultivariate normalEfron-Morris estimatorBaranchik's theoremmatrix of means

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)

Related Items (12)

Selecting a minimax estimator doing well at a point ⋮ Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function ⋮ Shrinkage estimation with a matrix loss function ⋮ Admissibility and minimaxity of Bayes estimators for a normal mean matrix ⋮ Improved loss estimation for a normal mean matrix ⋮ Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix ⋮ On estimation of a matrix of normal means with unknown covariance matrix ⋮ Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function ⋮ Improved estimation in measurement error models through Stein rule procedure ⋮ Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix ⋮ Empirical Bayes minimax estimators of matrix normal means ⋮ Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation

Cites Work

• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• Empirical Bayes on vector observations: An extension of Stein's method
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