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

共 50 条

[21] Minimax empirical Bayes estimators in multivariate mixed linear models with unequal replications
Koyano, H
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2006, 35 (01) : 121 - 131
[22] Bayes minimax ridge regression estimators
Zinodiny, S.
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47 (22) : 5519 - 5533
[23] Admissibility and minimaxity of Bayes estimators for a normal mean matrix
Tsukuma, Hisayuki
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2008, 99 (10) : 2251 - 2264
[24] Empirical Bayes and compound estimation of normal means
Zhang, CH
[J]. STATISTICA SINICA, 1997, 7 (01) : 181 - 193
[25] Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
Wells, Martin T.
Zhou, Gongfu
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2008, 99 (10) : 2208 - 2220
[26] Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
Tsukuma, Hisayuki
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 100 (10) : 2296 - 2304
[27] Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
Martin, Ryan
Walker, Stephen G.
[J]. ELECTRONIC JOURNAL OF STATISTICS, 2014, 8 : 2188 - 2206
[28] A GROUP ADAPTIVE EMPIRICAL BAYES ESTIMATOR OF NORMAL MEANS
DUPREEZ, JP
VENTER, JH
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1989, 22 (01) : 29 - 41
[29] ON ASYMPTOTIC OPTIMALITY OF BAYES EMPIRICAL BAYES ESTIMATORS
LI, TF
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1987, 16 (04) : 1087 - 1099
[30] On regularized general empirical Bayes estimation of normal means
Jiang, Wenhua
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2013, 114 : 54 - 62

← 1 2 3 4 5 →