Improved variance estimation under sub-space restriction
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Publication:1026362
DOI10.1016/j.jmva.2009.02.002zbMath1163.62041MaRDI QIDQ1026362
Publication date: 24 June 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.02.002
Stein-type estimator; restricted estimator; preliminary test estimator; inverse Wishart distribution; multivariate Student-\(t\) distribution
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F30: Parametric inference under constraints