Robust improvement in estimation of a mean matrix in an elliptically contoured distribution

DOI10.1006/jmva.2000.1915zbMath0961.62053OpenAlexW1994727681MaRDI QIDQ5929502

Tatsuya Kubokawa, Muni S. Srivastava

Publication date: 5 June 2001

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

Full work available at URL: https://doi.org/10.1006/jmva.2000.1915

zbMATH Keywords

elliptically contoured distributiongrowth curve modelregression coefficient matrixrobustness of improvementshrinkage estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

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