Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution

DOI10.1006/jmva.1998.1803zbMath1057.62500OpenAlexW2017788063MaRDI QIDQ1293666

Marianna Pensky

Publication date: 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1803

zbMATH Keywords

Wishart distributionempirical Bayes estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (6)

Linear. empirical bayes estimation in the case of the wishart distribution ⋮ Empirical Bayes decision rule for classification on defective items in Weibull distribution ⋮ Minimax estimation for mixtures of Wishart distributions ⋮ Adaptive wavelet estimator for a function and its derivatives in an indirect convolution model ⋮ A Bayes Empirical Bayes Decision Rule for Classification ⋮ Bayes Empirical Bayes Classification of Components Using Masked Data

Cites Work

• Empirical Bayes minimax estimators of matrix normal means
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• Estimation of a covariance matrix under Stein's loss
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Minimax estimators of a covariance matrix
• Minimax estimators for a multinormal precision matrix
• A General Approach to Nonparametric Empirical Bayes Estimation
• Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix
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