scientific article; zbMATH DE number 9813

zbMATH Open0735.62009MaRDI QIDQ3971891FDOQ3971891

Authors: Yoshihiko Konno 

Publication date: 25 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

covariance matricesquadratic lossEfron-Morris type estimatorsestimating matrices of meansStein minimax estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cited In (15)

• Weighted shrinkage estimators of normal mean matrices and dominance properties
• Minimax multivariate empirical Bayes estimators under multicollinearity
• Methods for improvement in estimation of a normal mean matrix
• Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
• Minimaxity of the Stein risk-minimization estimator for a normal mean matrix
• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
• Further results on estimation of covariance matrix
• A unified approach to estimating a normal mean matrix in high and low dimensions
• A family of dominating minimax estimators of a multivariate normal mean
• Generalized Bayes estimators with closed forms for the normal mean and covariance matrices
• Bayesian shrinkage wavelet estimation of mean matrix of the matrix variate normal distribution with application in de-noising
• Title not available (Why is that?)
• Improved loss estimation for a normal mean matrix
• Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

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