Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function
The problem of estimating the mean matrix of a matrix-variate normal distribution with a covariance matrix is considered under two loss functions. We construct a class of empirical Bayes estimators which are better than the maximum likelihood estimator under the first loss function and hence show th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2018-03-01
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| Series: | Statistica |
| Subjects: | |
| Online Access: | https://rivista-statistica.unibo.it/article/view/6956 |