Estimation under matrix quadratic loss and matrix superharmonicity

DOI10.1093/BIOMET/ASAB025MaRDI QIDQ5081568zbMATH OpenOpenAlexFDO

Authors T. Matsuda, William E. Strawderman

Publication date 17 June 2022

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.12479

zbMATH Keywords

matrix normal modelshrinkage estimationsingular valuesuperharmonicity

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(6)

• Generalized Bayes estimators with closed forms for the normal mean and covariance matrices
• A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process
• scientific article; zbMATH DE number 7750677 (Why is no real title available?)
• Inadmissibility of the corrected Akaike information criterion
• Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix
• Double shrinkage priors for a normal mean matrix

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