Empirical Bayes minimax estimators of matrix normal means

DOI10.1016/0047-259X(91)90048-7zbMath0727.62011MaRDI QIDQ803683

Malay Ghosh, Gwowen Shieh

Publication date: 1991

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

zbMATH Keywords

Bayes risksmaximum likelihood estimatorempirical Bayes estimatorsWishart identityestimation of matrix normal meansfrequentist risksquadratic lossessimulated risks

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (10)

Linear. empirical bayes estimation in the case of the wishart distribution ⋮ Empirical Bayes decision rule for classification on defective items in Weibull distribution ⋮ Shrinkage estimation with a matrix loss function ⋮ Methods for improvement in estimation of a normal mean matrix ⋮ A Bayes Empirical Bayes Decision Rule for Classification ⋮ Bayes Empirical Bayes Classification of Components Using Masked Data ⋮ 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 ⋮ Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution ⋮ Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation

Cites Work

• Unnamed Item
• An identity for the Wishart distribution with applications
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• Multivariate empirical Bayes and estimation of covariance matrices
• Minimax estimators for a multinormal precision matrix
• On estimation of matrix of normal mean
• Further identities for the Wishart distribution with applications in regression
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Empirical Bayes on vector observations: An extension of Stein's method

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