Improved estimators for the GMANOVA problem with application to Monte Carlo simulation

DOI10.1016/0047-259X(91)90045-4zbMath0728.62055OpenAlexW1997147213MaRDI QIDQ805111

Ming Tan

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)90045-4

zbMATH Keywords

minimaxshrinkage estimatorGMANOVA modelquadratic losscontrol variatesWishart distributionsmatrix lossimproved estimatorsStein effectintegration-by-partsmultipopulation multivariate simulation studiesunbiased estimate of risk

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05) Admissibility in statistical decision theory (62C15)

Related Items

Robust improvement in estimation of a mean matrix in an elliptically contoured distribution ⋮ Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model

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