Weighted shrinkage estimators of normal mean matrices and dominance properties
From MaRDI portal
Publication:2111070
DOI10.1016/J.JMVA.2022.105138OpenAlexW4310291209MaRDI QIDQ2111070FDOQ2111070
Publication date: 23 December 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105138
Recommendations
- Shrinkage estimation for mean and covariance matrices
- On a shrinkage estimator of a normal common mean vector
- Shrinkage Estimators for Covariance Matrices
- Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
- Weighted covariance matrix estimation
- scientific article
Cites Work
- Estimation of the mean of a multivariate normal distribution
- Title not available (Why is that?)
- Title not available (Why is that?)
- A unified approach to estimating a normal mean matrix in high and low dimensions
- Empirical Bayes on vector observations: An extension of Stein's method
- Title not available (Why is that?)
- Shrinkage estimation for mean and covariance matrices
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
- Methods for improvement in estimation of a normal mean matrix
- On estimation of a matrix of normal means with unknown covariance matrix
- Title not available (Why is that?)
- Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
- Shrinkage estimation
Cited In (1)
This page was built for publication: Weighted shrinkage estimators of normal mean matrices and dominance properties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2111070)
