Empirical Bayes minimax estimators of matrix normal means

Malay Ghosh*, Gwowen Shieh

*此作品的通信作者

研究成果: Article同行評審

19 引文 斯高帕斯(Scopus)

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.

原文English
頁(從 - 到)306-318
頁數13
期刊Journal of Multivariate Analysis
38
發行號2
DOIs
出版狀態Published - 1 1月 1991

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