On estimation of a matrix of normal means with unknown covariance matrix

DOI10.1016/0047-259X(91)90090-OzbMath0716.62053MaRDI QIDQ753347

Yoshihiko Konno

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Wishart matrixminimax estimationeigenstructureStein estimatorBaranchik-type estimatorinvariant estimatorinvariant loss functioninvariant minimax estimatorsunbiased estimation of the risk

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

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Cites Work

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• Further identities for the Wishart distribution with applications in regression