Orthogonally invariant estimation of the skew-symmetric normal mean matrix

DOI10.1007/BF00774784zbMath0799.62062OpenAlexW2051714134MaRDI QIDQ1335375

Satoshi Kuriki

Publication date: 17 November 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00774784

zbMATH Keywords

Monte Carlo studyminimax estimatorsisotonic regressionsingular valuepaired comparisonsunbiased estimator of riskorthogonally invariant estimatororder-preserving modificationskew-symmetric normal mean matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Dimension-free bounds for largest singular values of matrix Gaussian series

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• An Analysis of Variance for Paired Comparisons

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