Empirical Bayes minimax estimators of matrix normal means

DOI10.1016/0047-259X(91)90048-7zbMATH Open0727.62011MaRDI QIDQ803683FDOQ803683

Authors: Malay Ghosh, Gwowen Shieh 

Publication date: 1991

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

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zbMATH Keywords

maximum likelihood estimatorempirical Bayes estimatorsWishart identityBayes risksestimation of matrix normal meansfrequentist risksquadratic lossessimulated risks

Mathematics Subject Classification ID

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

Cites Work

• 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
• Empirical Bayes on vector observations: An extension of Stein's method
• Title not available (Why is that?)
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Further identities for the Wishart distribution with applications in regression
• On estimation of matrix of normal mean

Cited In (17)

• Shrinkage estimation with a matrix loss function
• Title not available (Why is that?)
• Bayes empirical Bayes classification of components using masked data
• Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation
• Methods for improvement in estimation of a normal mean matrix
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
• On the minimaxity and \(\Gamma\)-minimaxity of empirical Bayes estimators under matrix squared error loss
• Empirical Bayes decision rule for classification on defective items in Weibull distribution
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix
• 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
• Equivariant minimax dominators of the MLE in the array normal model
• Linear. empirical bayes estimation in the case of the wishart distribution
• Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances
• Bayesian shrinkage wavelet estimation of mean matrix of the matrix variate normal distribution with application in de-noising
• A Bayes Empirical Bayes Decision Rule for Classification
• Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function

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