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- W2024554937 abstract "This paper addresses the problem of estimating the normal mean matrix in the case of unknown covariance matrix. This problem is solved by considering generalized Bayesian hierarchical models. The resulting generalized Bayes estimators with respect to an invariant quadratic loss function are shown to be matricial shrinkage equivariant estimators and the conditions for their minimaxity are given." @default.
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- W2024554937 date "2009-11-01" @default.
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- W2024554937 title "Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix" @default.
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- W2024554937 doi "https://doi.org/10.1016/j.jmva.2009.04.009" @default.
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