Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix

DOI10.1016/0047-259X(91)90095-JzbMATH Open0725.62013OpenAlexW2073521505MaRDI QIDQ2277697FDOQ2277697

Authors: Toshio Honda 

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0047-259x(91)90095-j

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zbMATH Keywords

Stein's identityMANOVA modelnormal multivariate regression modelStein type estimatorGleser type estimatorsGleser's methodHaff's identityunbiased estimators of risk matrix difference

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• An identity for the Wishart distribution with applications
• Minimax estimators in the normal MANOVA model
• Minimax estimation of a normal mean vector when the covariance matrix is unknown
• Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (13)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation
• Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
• Minimax estimators in the normal MANOVA model
• Title not available (Why is that?)
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
• Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses
• Title not available (Why is that?)
• Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model

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