Name
Abstract | ||
|---|---|---|
This paper deals with the problem of estimating the normal covariance matrix relative to the Stein loss. The main interest concerns a new class of estimators which are invariant under a commutator subgroup of lower triangular matrices. The minimaxity of a James-Stein type invariant estimator under the subgroup is shown by means of a least favorable sequence of prior distributions. The class yields improved estimators on the James-Stein type invariant and minimax estimator. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1016/j.jmva.2013.11.007 | J. Multivariate Analysis |
Keywords | Field | DocType |
minimax estimator,commutator subgroup,class yield,stein loss,main interest concern,james-stein type invariant,minimax covariance estimation,new class,favorable sequence,james-stein type invariant estimator,lower triangular matrix,covariance matrix,primary,wishart distribution | Combinatorics,Minimax,Commutator subgroup,Estimation of covariance matrices,Minimax estimator,Invariant (mathematics),Statistics,Triangular matrix,Invariant estimator,Mathematics,Estimator | Journal |
Volume | ISSN | Citations |
124, | 0047-259X | 2 |
PageRank | References | Authors |
0.52 | 1 | 1 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hisayuki Tsukuma | 1 | 8 | 4.66 |