A new class of Bayes minimax estimators of the normal mean matrix for the case of common unknown variances

DOI10.1080/02331888.2017.1298598MaRDI QIDQ4600798zbMATH OpenOpenAlexFDO

Authors O. Naghshineh Arjmand, S. Zinodiny, S. Rezaei, Saralees Nadarajah

Publication date 12 January 2018

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2017.1298598

zbMATH Keywords

Bayes estimationmatrix-variate normal distributionmean matrixminimax estimation

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

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Cited in

(9)

• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
• Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
• Minimax estimation of the mean matrix of the matrix-variate normal distribution
• Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function
• On the minimaxity and -minimaxity of empirical Bayes estimators under matrix squared error loss
• Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
• On estimation of a matrix of normal means with unknown covariance matrix
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix
• Proper Bayes minimax estimators of the normal mean matrix with common unknown variances

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