Generalized Bayes estimators with closed forms for the normal mean and covariance matrices

DOI10.1016/J.JSPI.2022.06.007MaRDI QIDQ2676905zbMATH OpenOpenAlexWikidataFDO

Authors Ryota Yuasa, Tatsuya Kubokawa

Publication date 28 September 2022

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2108.06041

zbMATH Keywords

dominance propertyEfron-Morris estimatorgeneralized Bayesminimaxitymultivariate normal distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Shrinkage estimation
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• Shrinkage estimation with a matrix loss function
• Singular value shrinkage priors for Bayesian prediction

Cited in

(4)

• Generalized Bayes Estimators with Closed forms for the Normal Mean and Covariance Matrices
• Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix
• Bayesian shrinkage wavelet estimation of mean matrix of the matrix variate normal distribution with application in de-noising
• Double shrinkage priors for a normal mean matrix

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