James–Stein estimation problem for a multivariate normal random matrix and an improved estimator

被引：0

作者：

机构：

[1] Liu, Xiaoqian

[2] Liu, Liangyuan

[3] Hu, Jianhua

来源：

Hu, Jianhua (frank.jianhuahu@gmail.com) | 2017年 / Elsevier Inc.卷 / 532期

关键词：

Number: 71601123, Acronym: NSFC, Sponsor: National Natural Science Foundation of China, Number: 11571219,15YJC910004, Acronym: MOE, Sponsor: Ministry of Education of the People's Republic of China,;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Matrix algebra

引用

共 50 条

[21] Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions
Sheena, Yo
Takemura, Akimichi
JOURNAL OF MULTIVARIATE ANALYSIS, 2011, 102 (04) : 801 - 815
[22] Random matrix-improved estimation of covariance matrix distances
Couillet, Romain
Tiomoko, Malik
Zozor, Steeve
Moisan, Eric
JOURNAL OF MULTIVARIATE ANALYSIS, 2019, 174
[23] An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions
Jiang, Binyan
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2015, 67 (02) : 211 - 227
[24] Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression
Galimberti, Giuliano
Nuzzi, Lorenzo
Soffritti, Gabriele
STATISTICAL METHODS AND APPLICATIONS, 2021, 30 (01): : 235 - 268
[25] Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression
Giuliano Galimberti
Lorenzo Nuzzi
Gabriele Soffritti
Statistical Methods & Applications, 2021, 30 : 235 - 268
[26] APPLICATION OF THE JAMES-STEIN ESTIMATOR TO EXTREME WIND SPEEDS AND EXTREME VALUES - AN IMPROVED METHOD OF FITTING - REPLY
DORMAN, CML
JOURNAL OF WIND ENGINEERING AND INDUSTRIAL AERODYNAMICS, 1984, 16 (01) : 131 - 132
[27] APPLICATION OF THE JAMES-STEIN ESTIMATOR TO EXTREME WIND SPEEDS AND EXTREME VALUES - AN IMPROVED METHOD OF FITTING - DISCUSSION
REID, SG
JOURNAL OF WIND ENGINEERING AND INDUSTRIAL AERODYNAMICS, 1984, 16 (01) : 125 - 129
[28] IMPROVED MINIMAX ESTIMATION OF A NORMAL PRECISION MATRIX
KRISHNAMOORTHY, K
GUPTA, AK
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1989, 17 (01): : 91 - 102
[29] Improved loss estimation for a normal mean matrix
Matsuda, Takeru
Strawderman, William E.
JOURNAL OF MULTIVARIATE ANALYSIS, 2019, 169 : 300 - 311
[30] ADMISSIBLE MINIMAX ESTIMATION OF MEAN OF A MULTIVARIATE NORMAL RANDOM VARIABLE
BARANCHI.AJ
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (05): : 1597 - &

← 1 2 3 4 5 →