On improved estimation of normal precision matrix and discriminant coefficients
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References listed on IDEAS
- Dey, Dipak K. & Srinivasan, C., 1991. "On estimation of discriminant coefficients," Statistics & Probability Letters, Elsevier, vol. 11(3), pages 189-193, March.
- Haff, L. R., 1979. "An identity for the Wishart distribution with applications," Journal of Multivariate Analysis, Elsevier, vol. 9(4), pages 531-544, December.
- Dey D. K. & Ghosh M. & Srinivasan C., 1990. "A New Class Of Improved Estimators Of A Multinormal Precision Matrix," Statistics & Risk Modeling, De Gruyter, vol. 8(2), pages 141-152, February.
- Dey, Dipak K., 1987. "Improved estimation of a multinormal precision matrix," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 125-128, November.
- Xian Zhou & Xiaoqian Sun & Jinglong Wang, 2001. "Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 760-768, December.
- Haff, L. R., 1977. "Minimax estimators for a multinormal precision matrix," Journal of Multivariate Analysis, Elsevier, vol. 7(3), pages 374-385, September.
- Perron, F., 1992. "Minimax estimators of a covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 43(1), pages 16-28, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bodnar, Taras & Okhrin, Yarema, 2008. "Properties of the singular, inverse and generalized inverse partitioned Wishart distributions," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2389-2405, November.
- Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor, 2016. "Direct shrinkage estimation of large dimensional precision matrix," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 223-236.
- Fourdrinier, Dominique & Mezoued, Fatiha & Wells, Martin T., 2016. "Estimation of the inverse scatter matrix of an elliptically symmetric distribution," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 32-55.
More about this item
KeywordsBayes and empirical Bayes estimation Discriminant coefficients Log-odds Precision matrix Wishart distribution;
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