Linear. empirical bayes estimation in the case of the wishart distribution

DOI10.1080/03610920008832578zbMath1023.62006OpenAlexW2137959422MaRDI QIDQ4541746

Kalpana Kirtane, Marianna Pensky

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920008832578

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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• Empirical Bayes minimax estimators of matrix normal means
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• Some thoughts on empirical Bayes estimation
• Estimation of a covariance matrix under Stein's loss
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Minimax estimators for a multinormal precision matrix
• Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution
• The best uniform convergence rate of linear empirical bayes estimators
• Estimation in the generalized linear empirical bayes model using the extended quasi-likelihood
• Moments of wishart distribution

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