James–Stein estimation problem for a multivariate normal random matrix and an improved estimator

Linear Algebra and its Applications ◽

10.1016/j.laa.2017.06.032 ◽

2017 ◽

Vol 532 ◽

pp. 231-256

Author(s):

Xiaoqian Liu ◽

Liangyuan Liu ◽

Jianhua Hu

Keyword(s):

Random Matrix ◽

Estimation Problem ◽

Multivariate Normal ◽

Stein Estimation

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Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02480203 ◽

1978 ◽

Vol 30 (1) ◽

pp. 81-88 ◽

Cited By ~ 15

Author(s):

Ted H. Szatrowski

Keyword(s):

Estimation Problem ◽

Explicit Solutions ◽

Multivariate Normal ◽

Normal Estimation

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RELATIVE EFFICIENCIES OF ESTIMATES USING PATTERNED COVARIANCES OR CORRELATIONS IN THE MULTIVARIATE NORMAL ESTIMATION PROBLEM

ETS Research Report Series ◽

10.1002/j.2333-8504.1981.tb01264.x ◽

1981 ◽

Vol 1981 (2) ◽

pp. i-22

Author(s):

Ted H. Szatrowski

Keyword(s):

Estimation Problem ◽

Multivariate Normal ◽

Normal Estimation

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Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02481028 ◽

1982 ◽

Vol 34 (2) ◽

pp. 299-307 ◽

Cited By ~ 3

Author(s):

Ted H. Szatrowski

Keyword(s):

Estimation Problem ◽

Multivariate Normal ◽

Normal Estimation

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Missing Data in the One-Population Multivariate Normal Patterned Mean and Covariance Matrix Testing and Estimation Problem

The Annals of Statistics ◽

10.1214/aos/1176346260 ◽

1983 ◽

Vol 11 (3) ◽

pp. 947-958 ◽

Cited By ~ 15

Author(s):

Ted H. Szatrowski

Keyword(s):

Missing Data ◽

Covariance Matrix ◽

Estimation Problem ◽

Multivariate Normal ◽

The One

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Necessary and Sufficient Conditions for Explicit Solutions in the Multivariate Normal Estimation Problem for Patterned Means and Covariances

The Annals of Statistics ◽

10.1214/aos/1176345072 ◽

1980 ◽

Vol 8 (4) ◽

pp. 802-810 ◽

Cited By ~ 55

Author(s):

Ted H. Szatrowski

Keyword(s):

Sufficient Conditions ◽

Estimation Problem ◽

Necessary And Sufficient Conditions ◽

Explicit Solutions ◽

Multivariate Normal ◽

Normal Estimation ◽

Necessary And Sufficient

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Missing data in the k-population multivariate normal patterned mean and covariance matrix testing and estimation problem

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918508812444 ◽

1985 ◽

Vol 14 (2) ◽

pp. 357-370

Author(s):

Ted H. Szatrowski

Keyword(s):

Missing Data ◽

Covariance Matrix ◽

Estimation Problem ◽

Multivariate Normal

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The Random Matrix Theory of the Classical Compact Groups

10.1017/9781108303453 ◽

2019 ◽

Author(s):

Elizabeth S. Meckes

Keyword(s):

Random Matrix Theory ◽

Random Matrix ◽

Matrix Theory ◽

Compact Groups

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Random Matrix Methods for Wireless Communications

10.1017/cbo9780511994746 ◽

2009 ◽

Cited By ~ 408

Author(s):

Romain Couillet ◽

Merouane Debbah

Keyword(s):

Wireless Communications ◽

Random Matrix ◽

Matrix Methods

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Random-matrix models with the logarithmic-singular level confinement: method of fictitious fermions

Philosophical Magazine B ◽

10.1080/014186398258546 ◽

1998 ◽

Vol 77 (5) ◽

pp. 1161-1172 ◽

Cited By ~ 2

Author(s):

E. Kanzieper, V. Freilikher

Keyword(s):

Matrix Models ◽

Random Matrix ◽

Random Matrix Models

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On the admissibility and nonadmissibility of the usual estimator for the mean of multivariate normal population and conclusions to optimal design

Optimization ◽

10.1080/02331937408842218 ◽

1974 ◽

Vol 5 (7) ◽

pp. 591-597

Author(s):

H. Lätter

Keyword(s):

Optimal Design ◽

Normal Population ◽

Multivariate Normal ◽

Usual Estimator ◽

Multivariate Normal Population ◽

The Mean

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