On improved estimation of normal precision matrix and discriminant coefficients

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

Yoshihiko Konno, Hisayuki Tsukuma

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 distribution; precision matrix; discriminant coefficients; Bayes and empirical Bayes estimation; log-odds

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62F15: Bayesian inference

Related Items

Estimation of the precision matrix of a multivariate elliptically contoured stable distribution, Properties of the singular, inverse and generalized inverse partitioned Wishart distributions

Cites Work

• On estimation of discriminant coefficients
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• An identity for the Wishart distribution with applications
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• On linear lon-odds and estimation of discriminant coefficients
• Improved minimax estimation of a normal precision matrix
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