scientific article; zbMATH DE number 2141400

MaRDI QIDQ4653579zbMATH OpenFDO

Authors Yo Sheena

Publication date 7 March 2005

zbMATH Keywords

entropy lossisotonic regressionorder statisticsorder-preservingWishart distribution

Mathematics Subject Classification ID

Complete class results in statistical decision theory (62C07) Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12)

Recommendations

• Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
• On a conjecture of Krishnamoorthy and Gupta
• Improved minimax estimation of a normal precision matrix
• On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta
• ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX

Cited in

(5)

• Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
• Inadmissibility of the Stein-rule estimator under the balanced loss function
• scientific article; zbMATH DE number 4032826 (Why is no real title available?)
• On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta
• Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial

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