Improved loss estimation for a normal mean matrix
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References listed on IDEAS
- Dominique Fourdrinier & William Strawderman, 2003. "On Bayes and unbiased estimators of loss," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(4), pages 803-816, December.
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- Aurélie Boisbunon & Stéphane Canu & Dominique Fourdrinier & William Strawderman & Martin T. Wells, 2014. "Akaike's Information Criterion, C p and Estimators of Loss for Elliptically Symmetric Distributions," International Statistical Review, International Statistical Institute, vol. 82(3), pages 422-439, December.
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More about this item
KeywordsLoss estimation; Matrix mean; Reduced-rank regression; Shrinkage estimator; Singular value decomposition;
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