Proper Bayes and Minimax Predictive Densities for a Matrix-variate Normal Distribution

DOI10.1016/J.JMVA.2017.05.004zbMath1368.62017arXiv1703.10393MaRDI QIDQ6284959

Hisayuki Tsukuma, Tatsuya Kubokawa

Publication date: 30 March 2017

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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