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

DOI10.6092/ISSN.1973-2201/6956zbMATH Open1473.62020OpenAlexW2796135129MaRDI QIDQ5162885FDOQ5162885

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

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zbMATH Keywords

minimax estimationempirical Bayes estimationmean matrixmatrix variate normal distribution

Mathematics Subject Classification ID

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

Cites Work

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• Sharma-Mittal Entropy Properties on Record Values

Cited In (7)

• On the minimaxity and \(\Gamma\)-minimaxity of empirical Bayes estimators under matrix squared error loss
• Robust subgaussian estimation with VC-dimension
• Minimax estimation of the mean matrix of the matrix-variate normal distribution
• On conditional applications of matrix variate normal distribution
• Title not available (Why is that?)
• Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
• Improved loss estimation for a normal mean matrix

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