Improved estimators for the GMANOVA problem with application to Monte Carlo simulation (Q805111)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimators for the GMANOVA problem with application to Monte Carlo simulation |
scientific article |
Statements
Improved estimators for the GMANOVA problem with application to Monte Carlo simulation (English)
0 references
1991
0 references
minimax
0 references
unbiased estimate of risk
0 references
Stein effect
0 references
shrinkage estimator
0 references
matrix loss
0 references
GMANOVA model
0 references
quadratic loss
0 references
improved estimators
0 references
integration-by-parts
0 references
Wishart distributions
0 references
control variates
0 references
multipopulation multivariate simulation studies
0 references
0 references
0 references
0 references
