Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function

DOI10.6092/ISSN.1973-2201/6956MaRDI QIDQ5162885zbMATH OpenOpenAlexFDO

Authors S. Zinodiny, S. Rezaei, Saralees Nadarajah

Publication date 6 November 2021

Full work available at URL https://ideas.repec.org/a/bot/rivsta/v77y2017i4p369-384.html

zbMATH Keywords

empirical Bayes estimationmatrix variate normal distributionmean matrixminimax estimation

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20)

Recommendations

• Minimax estimation of the mean matrix of the matrix-variate normal distribution
• Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
• A new class of Bayes minimax estimators of the normal mean matrix for the case of common unknown variances
• scientific article; zbMATH DE number 571969
• Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions

Cites work

• Admissibility and minimaxity of Bayes estimators for a normal mean matrix
• Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
• Differential geometry of curved exponential families. Curvatures and information loss
• Empirical Bayes minimax estimators of matrix normal means
• Empirical Bayes on vector observations: An extension of Stein's method
• Estimation, prediction and the Stein phenomenon under divergence loss
• scientific article; zbMATH DE number 1631958 (Why is no real title available?)
• scientific article; zbMATH DE number 3911472 (Why is no real title available?)
• scientific article; zbMATH DE number 3951841 (Why is no real title available?)
• scientific article; zbMATH DE number 9813 (Why is no real title available?)
• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 571969 (Why is no real title available?)
• Minimax estimation with divergence loss function
• Minimax estimators in the normal MANOVA model
• On estimation of a matrix of normal means with unknown covariance matrix
• On estimation of matrix of normal mean
• On Minimax Statistical Decision Procedures and their Admissibility
• On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix
• Proper Bayes minimax estimators of the normal mean matrix with common unknown variances
• Selecting a minimax estimator doing well at a point
• Sharma-Mittal Entropy Properties on Record Values

Cited in

(9)

• Improved loss estimation for a normal mean matrix
• Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
• On conditional applications of matrix variate normal distribution
• Minimax estimation of the mean matrix of the matrix-variate normal distribution
• scientific article; zbMATH DE number 4084741 (Why is no real title available?)
• scientific article; zbMATH DE number 26863 (Why is no real title available?)
• scientific article; zbMATH DE number 571969 (Why is no real title available?)
• On the minimaxity and -minimaxity of empirical Bayes estimators under matrix squared error loss
• Robust subgaussian estimation with VC-dimension

This page was built for publication: Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5162885)