Estimation of Wishart mean matrices under simple tree ordering

DOI10.1016/J.JMVA.2006.09.007MaRDI QIDQ2372137zbMATH OpenOpenAlexFDO

Authors Ming-Tien Tsai, Tatsuya Kubokawa

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

Kullback-Leibler lossmaximum likelihood estimatorsrisk dominancesimple tree ordering setWishart density function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Admissibility in statistical decision theory (62C15) Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12)

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Cites work

• An identity for the Wishart distribution with applications
• An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population
• Estimating covariance matrices
• Estimation of a covariance matrix under Stein's loss
• Estimation of a covariance matrix using the reference prior
• Estimation of covariance matrices in fixed and mixed effects linear models
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3655182 (Why is no real title available?)
• Improved nonnegative estimation of multivariate components of variance
• Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
• Maximum likelihood estimation of covariance matrices under simple tree ordering
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• The variational form of certain Bayes estimators

Cited in

(2)

• Maximum likelihood estimation of covariance matrices under simple tree ordering
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions

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