Estimation of Wishart mean matrices under simple tree ordering
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References listed on IDEAS
- Haff, L. R., 1979. "An identity for the Wishart distribution with applications," Journal of Multivariate Analysis, Elsevier, vol. 9(4), pages 531-544, December.
- Kubokawa, Tatsuya & Tsai, Ming-Tien, 2006. "Estimation of covariance matrices in fixed and mixed effects linear models," Journal of Multivariate Analysis, Elsevier, vol. 97(10), pages 2242-2261, November.
- M. S. Srivastava & Tatsuya Kubokawa, 1999. "Improved Nonnegative Estimation of Multivariate Components of Variance," CIRJE F-Series CIRJE-F-38, CIRJE, Faculty of Economics, University of Tokyo.
- Sheena, Yo & Takemura, Akimichi, 1992. "Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss," Journal of Multivariate Analysis, Elsevier, vol. 41(1), pages 117-131, April.
- Tsai, Ming-Tien, 2004. "Maximum likelihood estimation of covariance matrices under simple tree ordering," Journal of Multivariate Analysis, Elsevier, vol. 89(2), pages 292-303, May.
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- Ming-Tien Tsai & Tatsuya Kubokawa, 2005. "Estimation of Several Wishart Mean Matrices," CIRJE F-Series CIRJE-F-349, CIRJE, Faculty of Economics, University of Tokyo.
More about this item
KeywordsKullback-Leibler loss Maximum likelihood estimators Risk dominance Simple tree ordering set Wishart density function;
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