Estimation of the mean vector in a singular multivariate normal distribution

DOI10.1016/J.JMVA.2015.05.016MaRDI QIDQ495383zbMATH OpenOpenAlexFDO

Authors Hisayuki Tsukuma, Tatsuya Kubokawa

Publication date 10 September 2015

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2015.05.016

zbMATH Keywords

empirical Bayes methodgeneralized Bayes estimatorinadmissibilityminimaxityMoore-Penrose inversepseudo-Wishart distributionquadratic lossshrinkage estimatorstatistical decision theory

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(14)

• On singular multivariate normal distribution and its applications
• On shrinkage estimators improving the positive part of James-Stein estimator
• Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
• Improved second order estimation in the singular multivariate normal model
• Estimation Of A Multivariate Normal Mean Vector And Local Improvements
• General classes of shrinkage estimators for the multivariate normal mean with unknown variance: minimaxity and limit of risks ratios
• The Jacobians of matrix transformation about singular random matrices and its applications
• Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss
• Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss
• An optimal sequential design in ethical allocation with an adaptive interim analysis
• Location parameter estimation for elliptical distribution under the balanced-LINEX loss
• Two new Bayesian-wavelet thresholds estimations of elliptical distribution parameters under non-linear exponential balanced loss
• Optimal designs for testing pairwise differences: a graph-based game theoretic approach
• Bayesian estimation for mean vector of multivariate normal distribution on the linear and nonlinear exponential balanced loss based on wavelet decomposition

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