Empirical Bayes minimax estimators of matrix normal means

Malay Ghosh*, Gwowen Shieh

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

17 Scopus citations


The paper considers estimation of matrix normal means. A class of empirical Bayes estimators is proposed which dominates the maximum likelihood estimator simultaneously for many quadratic losses. Several of these empirical Bayes estimators are compared in terms of their simulated risks, and a concrete recommendation is made about the choice of a particular empirical Bayes estimator.

Original languageEnglish
Pages (from-to)306-318
Number of pages13
JournalJournal of Multivariate Analysis
Issue number2
StatePublished - 1 Jan 1991


  • Bayes risks
  • Wishart identity
  • empirical Bayes
  • frequentist risks
  • matrix normal means
  • minimax

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