Double Shrinkage Estimators in the GMANOVA Model

In the GMANOVA model or equivalentry growth curve model, shrinkage effects on the MLE 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.

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Year of publication:	1994-05
Authors:	Kariya, Takeaki ; Konno, Yoshihiko
Institutions:	Institute of Economic Research, Hitotsubashi University

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Series:	Discussion Paper Series.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005748647