๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Empirical Bayes minimax estimators of matrix normal means

โœ Scribed by Malay Ghosh; Gwowen Shieh


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
654 KB
Volume
38
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Minimax Hierarchical Empirical Bayes Est
โœ Samuel D. Oman ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 171 KB

The multivariate normal regression model, in which a vector y of responses is to be predicted by a vector x of explanatory variables, is considered. A hierarchical framework is used to express prior information on both x and y. An empirical Bayes estimator is developed which shrinks the maximum like