On improved estimation of normal precision matrix and discriminant coefficients

DOI10.1016/J.JMVA.2005.11.006zbMATH Open1093.62057OpenAlexW2002283384MaRDI QIDQ2499072FDOQ2499072

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

Recommendations

• On estimation of discriminant coefficients
• Improved second order estimation in the singular multivariate normal model
• Improved estimation of a multinormal precision matrix
• On linear lon-odds and estimation of discriminant coefficients
• scientific article; zbMATH DE number 4180571

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation of a covariance matrix under Stein's loss
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Improved estimation of a multinormal precision matrix
• An identity for the Wishart distribution with applications
• Minimax estimators of a covariance matrix
• Multivariate empirical Bayes and estimation of covariance matrices
• Minimax estimators for a multinormal precision matrix
• On linear lon-odds and estimation of discriminant coefficients
• Improved minimax estimation of a normal precision matrix
• Title not available (Why is that?)
• On estimation of discriminant coefficients
• Title not available (Why is that?)
• Estimation of the multivariate normal precision matrix under the entropy loss
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (10)

• New estimators of discriminant coefficients as the gradient of log-odds
• Direct shrinkage estimation of large dimensional precision matrix
• Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
• 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
• Estimation of the precision matrix of multivariate Kotz type model
• 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
• Wishart exponential families on cones related to tridiagonal matrices
• On linear lon-odds and estimation of discriminant coefficients

This page was built for publication: On improved estimation of normal precision matrix and discriminant coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2499072)