Ghosh, Malay; Shieh, Gwowen - In: Journal of Multivariate Analysis 38 (1991) 2, pp. 306-318
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...