Estimation of the multivariate normal precision and covariance matrices in a star-shape model

DOI10.1007/BF02509235zbMath1095.62070MaRDI QIDQ2501353

Xiaoqian Sun, Dongchu Sun

Publication date: 6 September 2006

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

zbMATH Keywords

covariance matrixmaximum likelihood estimatorentropy lossinadmissibilityreference priorJeffreys priorprecision matrixBayesian estimatorsymmetric lossinvariant Haar measurestar-shape model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10)

Related Items (10)

Groups acting on Gaussian graphical models ⋮ Optimal shrinkage of eigenvalues in the spiked covariance model ⋮ Objective priors for generative star-shape models ⋮ Estimates of low bias for the multivariate normal ⋮ Estimation of the Cholesky decomposition in a conditional independent normal model with missing data ⋮ Modeling between-trial variance structure in mixed treatment comparisons ⋮ Bayesian Inference on Multivariate Normal Covariance and Precision Matrices in a Star-Shaped Model with Missing Data ⋮ Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data ⋮ Estimation of a multivariate normal covariance matrix with staircase pattern data ⋮ Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model

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