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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-04-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/7/1098 |