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

DOI10.1080/03610929908832316zbMATH Open0918.62059OpenAlexW2075601661MaRDI QIDQ4240716FDOQ4240716

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

Recommendations

• scientific article; zbMATH DE number 1069361
• Double shrinkage estimators in the GMANOVA model
• Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
• scientific article

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)

Cites Work

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

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

This page was built for publication: Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4240716)