Minimax estimators in the normal MANOVA model

DOI10.1016/0047-259X(89)90109-7zbMATH Open0683.62033MaRDI QIDQ1824965FDOQ1824965

Authors: Martin Bilodeau, Takeaki Kariya

Publication date: 1989

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

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scientific article; zbMATH DE number 5059284
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Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
On the maximum likelihood estimation for certain MANOVA models
Minimax estimators of a normal variance
Minimax estimation of the mean of the multivariate normal distribution

canonical form minimax estimators Stein effect risk matrix MANOVA model normal multivariate regression model

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

Cites Work

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

Cited In (33)

On multivariate linear regression shrinkage and reduced-rank procedures
Biased estimation in a simple multivariate regression model
Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model
Bayes minimax competitors of preliminary test estimators in \(k\) sample problems
Estimating risk and the mean squared error matrix in Stein estimation
Minimax multivariate empirical Bayes estimators under multicollinearity
Title not available (Why is that?)
Methods for improvement in estimation of a normal mean matrix
James-Stein estimation problem for a multivariate normal random matrix and an improved estimator
Predicting Multivariate Response in Linear Regression Model
On construction of improved estimators in multiple-design multivariate linear models under general restriction
Bayesian simultaneous estimation for means in \(k\)-sample problems
Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
On the maximal invariance of manova step down procedure statistics
Title not available (Why is that?)
Minimax hierarchical empirical Bayes estimation in multivariate regression
Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses
Title not available (Why is that?)
Estimating a multivariate treatment effect under a biased allocation rule
Further results on estimation of covariance matrix
Unified improvements in estimation of a normal covariance matrix in high and low dimensions
Improving on MLE of coefficient matrix in a growth curve model
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices
On estimation of a matrix of normal means with unknown covariance matrix
Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model
A new estimator of covariance matrix via partial Iwasawa coordinates
Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
Improved estimators for the GMANOVA problem with application to Monte Carlo simulation
Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function

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