On estimation of a matrix of normal means with unknown covariance matrix
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- scientific article; zbMATH DE number 3896072
Cites work
- scientific article; zbMATH DE number 3862243 (Why is no real title available?)
- scientific article; zbMATH DE number 3557007 (Why is no real title available?)
- An identity for the Wishart distribution with applications
- Estimation with quadratic loss.
- Further identities for the Wishart distribution with applications in regression
- Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
- Minimax estimators in the normal MANOVA model
- On estimation of matrix of normal mean
Cited in
(32)- Generalized ridge estimator and model selection criteria in multivariate linear regression
- Methods for improvement in estimation of a normal mean matrix
- Minimax hierarchical empirical Bayes estimation in multivariate regression
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
- High dimensional matrix estimation with unknown variance of the noise
- The role of the covariance matrix in the least-squares estimation for a common mean
- Error estimates resulting from the norms of certain noise covariance matrices
- Predicting Multivariate Response in Linear Regression Model
- scientific article; zbMATH DE number 4119428 (Why is no real title available?)
- Estimation of normal covariance and precision matrices with incomplete data
- On estimation of matrix of normal mean
- A new estimator of covariance matrix
- Biased estimation in a simple multivariate regression model
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
- Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
- Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\)
- Weighted shrinkage estimators of normal mean matrices and dominance properties
- Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
- Estimation of parameters for normally distributed random matrices
- Further results on estimation of covariance matrix
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)
- Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation
- On multivariate linear regression shrinkage and reduced-rank procedures
- Improved loss estimation for a normal mean matrix
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
- A unified approach to estimating a normal mean matrix in high and low dimensions
- Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
- Estimating risk and the mean squared error matrix in Stein estimation
- Minimax multivariate empirical Bayes estimators under multicollinearity
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices
- Optimal shrinkage of eigenvalues in the spiked covariance model
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