Shrinkage estimation for mean and covariance matrices

DOI10.1007/978-981-15-1596-5zbMath1456.62008OpenAlexW3016367783MaRDI QIDQ2182017

Hisayuki Tsukuma, Tatsuya Kubokawa

Publication date: 20 May 2020

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-1596-5

zbMATH Keywords

shrinkage estimationmeancovariance matricesdecision-theoretic estimation of parameter matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Analysis of variance and covariance (ANOVA) (62J10) General considerations in statistical decision theory (62C05)

Related Items (4)

Generalized Bayes estimators with closed forms for the normal mean and covariance matrices ⋮ Covariance matrix estimation under data-based loss ⋮ Truncated Estimators for a Precision Matrix ⋮ Weighted shrinkage estimators of normal mean matrices and dominance properties

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