Improved multivariate prediction in a general linear model with an unknown error covariance matrix. (Q1867141)
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scientific article; zbMATH DE number 1891177
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| English | Improved multivariate prediction in a general linear model with an unknown error covariance matrix. |
scientific article; zbMATH DE number 1891177 |
Statements
Improved multivariate prediction in a general linear model with an unknown error covariance matrix. (English)
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2 April 2003
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large sample asymptotics
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prediction
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quadratic loss
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risk
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Stein-rule
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tables
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0.8561407923698425
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0.8529546856880188
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0.7701449394226074
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0.7665644884109497
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