Double Shrinkage Estimators in the GMANOVA Model

In the GMANOVA model or equivalent growth curve model, shrinkage effects on the MLE (maximum likelihood estimator) are considered under an invariant risk matrix. We first study the fundamental structure of the problem through which we decompose the estimation problem into some conditional problems and then demonstrate some classes of double shrinkage minimax estimators which uniformly dominate the MLE in the matrix risk.

MoreLess

Year of publication:	1996
Authors:	Kariya, Takeaki ; Konno, Yoshihiko ; Strawderman, William E.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 56.1996, 2, p. 245-258
Publisher:	Elsevier

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153216