EMPIRICAL BAYES MINIMAX ESTIMATORS OF MATRIX NORMAL MEANS

被引：9

作者：

GHOSH, M

SHIEH, G

机构：

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 38卷 / 02期

基金：

美国国家科学基金会;

关键词：

MATRIX NORMAL MEANS; EMPIRICAL BAYES; MINIMAX; FREQUENTIST RISKS; BAYES RISKS; WISHART IDENTITY;

D O I：

10.1016/0047-259X(91)90048-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper considers estimation of matrix normal means. A class of empirical Bayes estimators is proposed which dominates the maximum likelihood estimator simultaneously for many quadratic losses. Several of these empirical Bayes estimators are compared in terms of their simulated risks, and a concrete recommendation is made about the choice of a particular empirical Bayes estimator. © 1991.

引用

页码：306 / 318

页数：13

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