On a Bayes estimator of the matrix-normal density

DOI10.1007/BF02362482zbMath0863.62056MaRDI QIDQ1355314

V. M. Kondakov

Publication date: 21 May 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

Cites Work

• Kullback-Leibler informational measure in the distribution density estimation problem
• On an equivariant estimate of the density of a matrix normal distribution

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