Methods for improvement in estimation of a normal mean matrix

DOI10.1016/j.jmva.2007.04.009zbMath1122.62049OpenAlexW2053219529MaRDI QIDQ2455466

Hisayuki Tsukuma, Tatsuya Kubokawa

Publication date: 24 October 2007

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.04.009

zbMATH Keywords

James-Stein estimatorshrinkage estimationminimaxitymultivariate linear regression modelsimultaneous estimationempirical Bayes estimatorMANOVA model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Monte Carlo methods (65C05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items

James-Stein estimation problem for a multivariate normal random matrix and an improved estimator ⋮ Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution ⋮ Further results on estimation of covariance matrix ⋮ A new estimator of covariance matrix via partial Iwasawa coordinates ⋮ Shrinkage estimation with a matrix loss function ⋮ A new estimator of covariance matrix ⋮ Improved loss estimation for a normal mean matrix ⋮ Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability ⋮ Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix ⋮ A unified approach to estimating a normal mean matrix in high and low dimensions ⋮ Weighted shrinkage estimators of normal mean matrices and dominance properties ⋮ The Stein effect for Fréchet means

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