Pages that link to "Item:Q1824965"
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The following pages link to Minimax estimators in the normal MANOVA model (Q1824965):
Displayed 28 items.
- Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
- On estimation of a matrix of normal means with unknown covariance matrix (Q753347) (← links)
- Improved estimators for the GMANOVA problem with application to Monte Carlo simulation (Q805111) (← links)
- Further results on estimation of covariance matrix (Q893900) (← links)
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
- Biased estimation in a simple multivariate regression model (Q956870) (← links)
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793) (← links)
- On multivariate linear regression shrinkage and reduced-rank procedures (Q1125532) (← links)
- Improving on MLE of coefficient matrix in a growth curve model (Q1194013) (← links)
- Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240) (← links)
- A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
- Bayesian simultaneous estimation for means in \(k\)-sample problems (Q1755111) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- On construction of improved estimators in multiple-design multivariate linear models under general restriction (Q1915250) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix (Q2277697) (← links)
- Bayes minimax competitors of preliminary test estimators in \(k\) sample problems (Q2329832) (← links)
- James-Stein estimation problem for a multivariate normal random matrix and an improved estimator (Q2401292) (← links)
- Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function (Q2407771) (← links)
- Methods for improvement in estimation of a normal mean matrix (Q2455466) (← links)
- Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses (Q2491858) (← links)
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices (Q2676905) (← links)
- Estimating a multivariate treatment effect under a biased allocation rule (Q4226917) (← links)
- Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model (Q4240716) (← links)
- Predicting Multivariate Response in Linear Regression Model (Q4707012) (← links)
- Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function (Q5162885) (← links)
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution (Q5929502) (← links)
- Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model (Q5931395) (← links)