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

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)

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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
• scientific article; zbMATH DE number 4084741 (Why is no real title available?)
• 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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