Bayesian multivariate normal analysis under the extended reflected normal loss function

DOI10.1080/02331880108802732zbMath0979.62014OpenAlexW1987270193MaRDI QIDQ2762605

J. Behboodian, Mina Towhidi

Publication date: 18 February 2002

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880108802732

zbMATH Keywords

eigenvaluesmultivariate normal distributionentropy loss functionextended reflected normal lossinverted Wishart prior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

Related Items (4)

On Inverted Matrix Variate Gamma Distribution ⋮ Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss ⋮ Minimax estimation of the mean of the multivariate normal distribution ⋮ Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models

Cites Work

• Time series: theory and methods.
• Consistent and asymptotically normal parameter estimates for hidden Markov models
• Martingale estimation functions for discretely observed diffusion processes
• Estimation of the coefficients of a diffusion from discrete observations
• Estimation of an Ergodic Diffusion from Discrete Observations
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