Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian problems; characterization of Bayes procedures (62C10)

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Cited in

(8)

Estimation of the mean vector of a multivariate elliptically contoured distribution
A note on linearly constrained Bayes estimator in elliptical models
Bayesian analysis in multivariate regression models with conjugate priors
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On extension of some identities for the bias and risk functions in elliptically contoured distributions
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On shrinkage estimators in matrix variate elliptical models
Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models

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