@article{Zinodiny_Rezaei_Nadarajah_2017, title={Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function}, volume={77}, url={https://rivista-statistica.unibo.it/article/view/6956}, DOI={10.6092/issn.1973-2201/6956}, abstractNote={<p>The problem of estimating the mean matrix of a matrix-variate normal distribution with a covariance matrix is considered under two loss functions. We construct a class of empirical Bayes estimators which are better than the maximum likelihood estimator under the first loss function and hence show that the maximum likelihood estimator is inadmissible. We find a general class of minimax estimators. Also we give a class of estimators that improve on the maximum likelihood estimator under the second loss function and hence show that the maximum likelihood estimator is inadmissible.</p>}, number={4}, journal={Statistica}, author={Zinodiny, Shokofeh and Rezaei, Sadegh and Nadarajah, Saralees}, year={2017}, month={Jan.}, pages={369–384} }