Estimation of Wishart mean matrices under simple tree ordering

DOI10.1016/j.jmva.2006.09.007zbMath1113.62066MaRDI QIDQ2372137

Tatsuya Kubokawa, Ming-Tien Tsai

Publication date: 11 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.09.007

zbMATH Keywords

maximum likelihood estimators; risk dominance; Kullback-Leibler loss; simple tree ordering set; Wishart density function

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

60E15: Inequalities; stochastic orderings

62F30: Parametric inference under constraints

62C15: Admissibility in statistical decision theory

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