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

DOI10.1016/0047-259X(91)90095-JMaRDI QIDQ2277697zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• An identity for the Wishart distribution with applications
• Estimation of the mean of a multivariate normal distribution
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
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• Minimax estimation of a normal mean vector when the covariance matrix is unknown
• Minimax estimators in the normal MANOVA model

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• On multivariate linear regression shrinkage and reduced-rank procedures
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• Biased estimation in a simple multivariate regression model
• Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model
• Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation
• scientific article; zbMATH DE number 1395875 (Why is no real title available?)
• Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
• Minimax estimators in the normal MANOVA model
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• Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
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• Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model

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