Orthogonally invariant estimation of the skew-symmetric normal mean matrix |
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| Authors: | Satoshi Kuriki |
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| Affiliation: | (1) Department of Mathematical Engineering and Information Physics, Faculty of Engineering, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, 113 Tokyo, Japan |
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| Abstract: | The unbiased estimator of risk of the orthogonally invariant estimator of the skew-symmetric normal mean matrix is obtained, and a class of minimax estimators and their order-preserving modification are proposed. The estimators have applications in paired comparisons model. A Monte Carlo study to compare the risks of the estimators is given. |
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| Keywords: | Isotonic regression minimax estimator order-preserving paired comparisons singular value |
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