Improved nonnegative estimation of multivariate components of variance

DOI10.1214/AOS/1017939248MaRDI QIDQ1583898zbMATH OpenOpenAlexFDO

Authors Muni S. Srivastava, Tatsuya Kubokawa

Publication date 5 June 2001

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1017939248

zbMATH Keywords

random effects modelunbiased estimatorrestricted maximum likelihood estimatorStein lossminimax estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Empirical decision procedures; empirical Bayes procedures (62C12) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30)

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Cited in

(10)

• scientific article; zbMATH DE number 3934252 (Why is no real title available?)
• Non-negative estimation of variance component matrices in multivariate linear mixed models
• On estimation in multivariate linear calibration with elliptical errors
• Improved estimators for simultaneous estimation of variance components
• Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
• Estimation of Wishart mean matrices under simple tree ordering
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions
• Estimation of multivariate complex normal covariance matrices under an invariant quadratic loss
• Estimating the covariance matrix: A new approach
• Estimation of covariance matrices in fixed and mixed effects linear models

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