Characterization of an optimal matrix estimator under convex loss function

DOI10.1007/BF02934632zbMath0938.62057MaRDI QIDQ1962768

T. Leo Alexander, B. Chandrasekar

Publication date: 13 June 2000

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

optimal estimationmatrix estimationquadratic loss functionequivariant estimationconvex loss functionsunbiased predictionvector estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Monotonic convex matrix loss functions in statistics
• A note on optimal vector unbiased predictor
• Simultaneous equivariant estimation for location-scale models
• Optimality of unbiased predictors
• A necessary and sufficient condition for an estimator to be optimal
• Convex Analysis
• Linear Statistical Inference and its Applications

This page was built for publication: Characterization of an optimal matrix estimator under convex loss function