2 papers
math.ST2021
Generalized Bayes Estimators with Closed forms for the Normal Mean and Covariance Matrices
Ryota Yuasa, Tatsuya Kubokawa
In the estimation of the mean matrix in a multivariate normal distribution, the generalized Bayes estimators with closed forms are provided, and the sufficient conditions for their…
math.ST2019
Ridge-type Linear Shrinkage Estimation of the Matrix Mean of High-dimensional Normal Distribution
Ryota Yuasa, Tatsuya Kubokawa
The estimation of the mean matrix of the multivariate normal distribution is addressed in the high dimensional setting. Efron-Morris-type linear shrinkage estimators based on ridge…