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)

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)

Recommendations

• scientific article; zbMATH DE number 571969
• Proper Bayes minimax estimators of the normal mean matrix with common unknown variances
• Minimax estimation of the mean matrix of the matrix-variate normal distribution
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix
• Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
• scientific article; zbMATH DE number 3945103
• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix

Cites Work

• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• An identity for the Wishart distribution with applications
• Empirical Bayes on vector observations: An extension of Stein's method
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• Further identities for the Wishart distribution with applications in regression
• Minimax estimators for a multinormal precision matrix
• Multivariate empirical Bayes and estimation of covariance matrices
• On estimation of matrix of normal mean

Cited In (17)

• Shrinkage estimation with a matrix loss function
• Title not available (Why is no real title available?)
• 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

This page was built for publication: Empirical Bayes minimax estimators of matrix normal means

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q803683)