Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
type: Item
instance of: scholarly article
title: Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
zbMATH Open document ID: 1186.62077
author: Hisayuki Tsukuma
published in: Journal of Multivariate Analysis
publication date: 2010-05-05T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62C10
zbMATH DE Number: 5704013
zbMATH Keywords: decision theory
zbMATH Keywords: hierarchical model
zbMATH Keywords: Laplace transformation
zbMATH Keywords: minimaxity
zbMATH Keywords: multivariate linear model
zbMATH Keywords: quadratic loss
zbMATH Keywords: scale mixture
zbMATH Keywords: shrinkage estimator
MaRDI profile type: Publication
full work available at URL: j.jmva.2010.02.004
OpenAlex ID: W2072418940
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DOI: 10.1016/J.JMVA.2010.02.004
description: scientific article; zbMATH DE number 5704013