Improved nonnegative estimation of multivariate components of variance

DOI10.1214/AOS/1017939248zbMATH Open0961.62054OpenAlexW1598504382MaRDI QIDQ1583898FDOQ1583898

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

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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)

• Title not available (Why is that?)
• 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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