On an equivariant estimate of the density of a matrix normal distribution

DOI10.1007/BF02362549zbMath0875.62214OpenAlexW2029082806MaRDI QIDQ1908364

V. M. Kondakov

Publication date: 26 February 1996

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

Full work available at URL: https://doi.org/10.1007/bf02362549

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (2)

On a Bayes estimator of the matrix-normal density ⋮ Matrix generalization of distributions related to the normal law

Cites Work

• Über ein nichtparametrisches Schätzproblem
• Kullback-Leibler informational measure in the distribution density estimation problem
• On the estimation of parametric density functions
• Goodness of prediction fit
• A Note on the Estimation of Probability Density Functions
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