Estimation under matrix quadratic loss and matrix superharmonicity
We investigate estimation of a normal mean matrix under the matrix quadratic loss. Improved estimation under the matrix quadratic loss implies improved estimation of any linear combination of the columns under the quadratic loss. First, an unbiased estimate of risk is derived and the Efron-Morris es...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press
2022
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |