Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model

DOI10.1080/03610929908832316MaRDI QIDQ4240716zbMATH OpenOpenAlexFDO

Authors Takeaki Kariya, Yoshihiko Konno, William E. Strawderman

Publication date 7 July 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929908832316

zbMATH Keywords

Stein effectGMANOVA modelunbiased estimate of riskdouble shrinkage estimatorsintegration-by-parts technique

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• An ancillarity paradox which appears in multiple linear regression
• An identity for the Wishart distribution with applications
• Equivariant estimation in a model with an ancillary statistic
• Estimating the common mean of two multivariate normal distributions
• Further identities for the Wishart distribution with applications in regression
• Improved estimators for the GMANOVA problem with application to Monte Carlo simulation
• Improving on MLE of coefficient matrix in a growth curve model
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
• Minimax estimators in the normal MANOVA model
• The variational form of certain Bayes estimators

Cited in

(2)

• 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

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