Improved variance estimation under sub-space restriction

DOI10.1016/j.jmva.2009.02.002zbMath1163.62041OpenAlexW2051936841MaRDI QIDQ1026362

J. Blot

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

zbMATH Keywords

Stein-type estimatorrestricted estimatorpreliminary test estimatorinverse Wishart distributionmultivariate Student-\(t\) distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

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