Minimax estimators in the normal MANOVA model

DOI10.1016/0047-259X(89)90109-7zbMath0683.62033MaRDI QIDQ1824965

Martin Bilodeau, Takeaki Kariya

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

minimax estimatorscanonical formStein effectrisk matrixMANOVA modelnormal multivariate regression model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Related Items (28)

On construction of improved estimators in multiple-design multivariate linear models under general restriction ⋮ James-Stein estimation problem for a multivariate normal random matrix and an improved estimator ⋮ Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function ⋮ On multivariate linear regression shrinkage and reduced-rank procedures ⋮ Generalized Bayes estimators with closed forms for the normal mean and covariance matrices ⋮ Further results on estimation of covariance matrix ⋮ Unified improvements in estimation of a normal covariance matrix in high and low dimensions ⋮ A new estimator of covariance matrix via partial Iwasawa coordinates ⋮ Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution ⋮ Methods for improvement in estimation of a normal mean matrix ⋮ Improving on MLE of coefficient matrix in a growth curve model ⋮ Biased estimation in a simple multivariate regression model ⋮ Bayesian simultaneous estimation for means in \(k\)-sample problems ⋮ Robust improvement in estimation of a mean matrix in an elliptically contoured distribution ⋮ Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model ⋮ Estimating risk and the mean squared error matrix in Stein estimation ⋮ Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses ⋮ Minimax multivariate empirical Bayes estimators under multicollinearity ⋮ Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix ⋮ Predicting Multivariate Response in Linear Regression Model ⋮ On estimation of a matrix of normal means with unknown covariance matrix ⋮ Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function ⋮ Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix ⋮ Bayes minimax competitors of preliminary test estimators in \(k\) sample problems ⋮ Estimating a multivariate treatment effect under a biased allocation rule ⋮ Minimax hierarchical empirical Bayes estimation in multivariate regression ⋮ Improved estimators for the GMANOVA problem with application to Monte Carlo simulation ⋮ Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model

Cites Work

• Minimax multiple shrinkage estimation
• An identity for the Wishart distribution with applications
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• Estimation of the mean of a multivariate normal distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• Multivariate empirical Bayes and estimation of covariance matrices
• Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

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