On improved estimation of normal precision matrix and discriminant coefficients

DOI10.1016/J.JMVA.2005.11.006MaRDI QIDQ2499072zbMATHOpenAlexFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 4180571 (Why is no real title available?)
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• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• An identity for the Wishart distribution with applications
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Estimation of a covariance matrix under Stein's loss
• Estimation of the multivariate normal precision matrix under the entropy loss
• Improved estimation of a multinormal precision matrix
• Improved minimax estimation of a normal precision matrix
• Minimax estimators for a multinormal precision matrix
• Minimax estimators of a covariance matrix
• Multivariate empirical Bayes and estimation of covariance matrices
• On estimation of discriminant coefficients
• On linear lon-odds and estimation of discriminant coefficients

Cited in

(11)

• New estimators of discriminant coefficients as the gradient of log-odds
• Estimation of the precision matrix of multivariate Kotz type model
• Direct shrinkage estimation of large dimensional precision matrix
• Improved second order estimation in the singular multivariate normal model
• Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
• On linear lon-odds and estimation of discriminant coefficients
• Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
• Estimation of the inverse scatter matrix of an elliptically symmetric distribution
• Data based loss estimation of the mean of a spherical distribution with a residual vector
• Wishart exponential families on cones related to tridiagonal matrices
• Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses

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