Minimax estimators in the normal MANOVA model

This paper considers the problem of estimating the coefficient matrix B: m - p in a normal multivariate regression model under the risk matrix : m - m and obtains classes of minimax estimators for Baranchik type, Strawderman type, Efron-Morris type, and Stein type estimators.

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Year of publication:	1989
Authors:	Bilodeau, Martin ; Kariya, Takeaki
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 28.1989, 2, p. 260-270
Publisher:	Elsevier
Keywords:	Stein estimation MANOVA model risk matrix Baranchik type estimator Strawderman type estimator Efron-Morris type estimator Stein type estimator superharmonicity

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

Persistent link: https://www.econbiz.de/10005152780