On construction of improved estimators in multiple-design multivariate linear models under general restriction
Publication:1915250
DOI10.1007/BF01856540zbMath0852.62053OpenAlexW2139184484MaRDI QIDQ1915250
Publication date: 12 November 1996
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01856540
shrinkage estimatorlocal alternativesgeneralized least squares estimatorseemingly unrelated regression modelpositive-rule shrinkage estimatorKubokawa-type shrinkage estimatorquadratic risks
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)
Cites Work
- Unnamed Item
- Unnamed Item
- Estimation of the mean of a multivariate normal distribution
- Minimax estimation of location vectors for a wide class of densities
- A unified approach to improving equivariant estimators
- Minimax estimators in the normal MANOVA model
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
This page was built for publication: On construction of improved estimators in multiple-design multivariate linear models under general restriction