On improved estimation of normal precision matrix and discriminant coefficients

DOI10.1016/j.jmva.2005.11.006zbMath1093.62057OpenAlexW2002283384MaRDI QIDQ2499072

Hisayuki Tsukuma, Yoshihiko Konno

Publication date: 14 August 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.11.006

zbMATH Keywords

Wishart distributionprecision matrixdiscriminant coefficientsBayes and empirical Bayes estimationlog-odds

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

Related Items (7)

Direct shrinkage estimation of large dimensional precision matrix ⋮ Wishart exponential families on cones related to tridiagonal matrices ⋮ Data based loss estimation of the mean of a spherical distribution with a residual vector ⋮ Estimation of the inverse scatter matrix of an elliptically symmetric distribution ⋮ Estimation of the precision matrix of a multivariate elliptically contoured stable distribution ⋮ Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses ⋮ Properties of the singular, inverse and generalized inverse partitioned Wishart distributions

Cites Work

• On estimation of discriminant coefficients
• Estimation of a covariance matrix under Stein's loss
• Improved estimation of a multinormal precision matrix
• An identity for the Wishart distribution with applications
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Minimax estimators of a covariance matrix
• Multivariate empirical Bayes and estimation of covariance matrices
• Minimax estimators for a multinormal precision matrix
• Estimation of the multivariate normal precision matrix under the entropy loss
• On linear lon-odds and estimation of discriminant coefficients
• Improved minimax estimation of a normal precision matrix
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