Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function

DOI10.6092/issn.1973-2201/6956zbMath1473.62020OpenAlexW2796135129MaRDI QIDQ5162885

Saralees Nadarajah, Shokofeh Zinodiny, Sadegh Rezaei

Publication date: 6 November 2021

Full work available at URL: https://ideas.repec.org/a/bot/rivsta/v77y2017i4p369-384.html

zbMATH Keywords

minimax estimationempirical Bayes estimationmean matrixmatrix variate normal distribution

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15)

Cites Work

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