Empirical Bayes minimax estimators of matrix normal means
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- Tsukuma, Hisayuki, 2009. "Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2296-2304, November.
- Pensky, Marianna, 1999. "Nonparametric Empirical Bayes Estimation of the Matrix Parameter of the Wishart Distribution," Journal of Multivariate Analysis, Elsevier, vol. 69(2), pages 242-260, May.
- Pensky Marianna, 2002. "A New Approach To Empirical Bayes Estimation With Errors In Variables," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 225-240, April.
- Tsukuma, Hisayuki & Kubokawa, Tatsuya, 2007. "Methods for improvement in estimation of a normal mean matrix," Journal of Multivariate Analysis, Elsevier, vol. 98(8), pages 1592-1610, September.
- Hisayuki Tsukuma & Tatsuya Kubokawa, 2005. "Methods for Improvement in Estimation of a Normal Mean Matrix," CIRJE F-Series CIRJE-F-378, CIRJE, Faculty of Economics, University of Tokyo.
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Keywordsmatrix normal means empirical Bayes minimax frequentist risks Bayes risks Wishart identity;
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