A New Class of Bayes Minimax Estimators of the Mean Matrix of a Matrix Variate Normal Distribution

A New Class of Bayes Minimax Estimators of the Mean Matrix of a Matrix Variate Normal Distribution

Bayes minimax estimation is important because it provides a robust approach to statistical estimation that considers the worst-case scenario while incorporating prior knowledge. In this paper, Bayes minimax estimation of the mean matrix of a matrix variate normal distribution is considered under the...

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Bibliographic Details
Main Authors: Shokofeh Zinodiny, Saralees Nadarajah
Format: Article
Language:English
Published: MDPI AG 2024-04-01
Series:Mathematics
Subjects:
Bayes estimation
matrix variate normal distribution
mean matrix
minimax estimation
Online Access:https://www.mdpi.com/2227-7390/12/7/1098

Internet

https://www.mdpi.com/2227-7390/12/7/1098

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