Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses
From MaRDI portal
Publication:2491858
DOI10.1016/j.jspi.2004.10.003zbMath1119.62050MaRDI QIDQ2491858
Yoshihiko Konno, Hisayuki Tsukuma
Publication date: 29 May 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.10.003
common mean; two-sample problem; elliptically contoured distributions; Stein's loss; Stein-Haff identity
62H12: Estimation in multivariate analysis
65C05: Monte Carlo methods
62J10: Analysis of variance and covariance (ANOVA)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Equivariant estimation in a model with an ancillary statistic
- On estimating a common multivariate normal mean vector
- Estimating common parameters of growth curve models
- Estimating covariance matrices
- Estimating the common mean of two multivariate normal distributions
- The variational form of certain Bayes estimators
- Minimax estimators in the normal MANOVA model
- Double shrinkage estimators in the GMANOVA model
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
- Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses
- Estimating common parameters of growth curve models under a quadratic loss
- Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model
- Combining Unbiased Estimators
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution