scientific article; zbMATH DE number 9813
From MaRDI portal
Publication:3971891
Recommendations
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
- On estimation of matrix of normal mean
- On estimation of a matrix of normal means with unknown covariance matrix
- Further results on estimation of covariance matrix
- scientific article; zbMATH DE number 3896072
Cited in
(15)- Methods for improvement in estimation of a normal mean matrix
- A family of dominating minimax estimators of a multivariate normal mean
- scientific article; zbMATH DE number 3992615 (Why is no real title available?)
- Weighted shrinkage estimators of normal mean matrices and dominance properties
- Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
- Further results on estimation of covariance matrix
- Improved loss estimation for a normal mean matrix
- Minimaxity of the Stein risk-minimization estimator for a normal mean matrix
- A unified approach to estimating a normal mean matrix in high and low dimensions
- Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
- Minimax multivariate empirical Bayes estimators under multicollinearity
- 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
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3971891)
