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20152018
most citedEstimation of a high-dimensional covariance matrix with the Stein loss

1 citations · 3 across the 3 of their papers we have counts for

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math.ST2017★ 1 cited

Proper Bayes and Minimax Predictive Densities for a Matrix-variate Normal Distribution

Hisayuki Tsukuma, Tatsuya Kubokawa

This paper deals with the problem of estimating predictive densities of a matrix-variate normal distribution with known covariance matrix. Our main aim is to establish some Bayesia…