scientific article; zbMATH DE number 571969

zbMath0793.62007MaRDI QIDQ4294090

Gwowen Shieh

Publication date: 3 August 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum likelihood estimatorWishart distributionquadratic lossWishart identityfrequentist risksempirical Bayes minimax estimatorsestimation of vector normal meansmatrix normal meansunknown positive definite variance-covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

James-Stein estimation problem for a multivariate normal random matrix and an improved estimator ⋮ Methods for improvement in estimation of a normal mean matrix ⋮ Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function ⋮ Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution

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