Pages that link to "Item:Q1036793"

The following pages link to Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793):

Displaying 17 items.

• Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function (Q444985) (← links)
• Hierarchical multilinear models for multiway data (Q452625) (← links)
• On estimation of a matrix of normal means with unknown covariance matrix (Q753347) (← links)
• Empirical Bayes minimax estimators of matrix normal means (Q803683) (← links)
• Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance (Q957306) (← links)
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix (Q957309) (← links)
• Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) (← links)
• Proper Bayes minimax estimators of the normal mean matrix with common unknown variances (Q974508) (← links)
• Generalized ridge estimator and model selection criteria in multivariate linear regression (Q1742745) (← links)
• Shrinkage estimation with a matrix loss function (Q1950903) (← links)
• Weighted shrinkage estimators of normal mean matrices and dominance properties (Q2111070) (← links)
• A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
• Minimaxity in estimation of restricted and non-restricted scale parameter matrices (Q2352447) (← links)
• Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function (Q2407771) (← links)
• Generalized Bayes estimators with closed forms for the normal mean and covariance matrices (Q2676905) (← links)
• Families of minimax estimators of matrix of normal means with unknown covariance matrix (Q3971891) (← links)
• Bayesian shrinkage wavelet estimation of mean matrix of the matrix variate normal distribution with application in de-noising (Q6659748) (← links)