Generalized Bayes estimators with closed forms for the normal mean and covariance matrices

Author:

Yuasa Ryota,Kubokawa Tatsuya

Funder

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference19 articles.

1. Shrinkage estimation with a matrix loss function;Abu-Shanab;Electron. J. Stat.,2012

2. Minimax estimators in the normal MANOVA model;Bilodeau;J. Multivariate Anal.,1989

3. Empirical Bayes on vector observations: An extension of Stein’s method;Efron;Biometrika,1972

4. Shrinkage Estimation;Fourdrinier,2018

5. Families of minimax estimators of matrix of normal means with unknown covariance matrix;Konno;J. Japan Statist. Soc.,1990

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Double Shrinkage Priors for a Normal Mean Matrix;Bayesian Analysis;2024-01-01

2. Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix;Japanese Journal of Statistics and Data Science;2023-08-22

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