Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix

Journal of Multivariate Analysis

Volumn 100, Issue 10, 2009, Pages 2296-2304

  Tsukuma, Hisayuki ^a  

^a TOHO UNIVERSITY   (Japan)

Author keywords

Decision theory; Equivariance; Generalized Bayes estimation; Hierarchical model; Minimaxity; Multivariate linear model; Posterior mean; Quadratic loss; Shrinkage estimator

Indexed keywords

EID: 70249122712     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2009.04.009     Document Type: Article

References (16)

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