Kubokawa, T.; Srivastava, M. S. - In: Journal of Multivariate Analysis 76 (2001) 1, pp. 138-152
In estimation of a matrix of regression coefficients in a multivariate linear regression model, this paper shows that minimax and shrinkage estimators under a normal distribution remain robust under an elliptically contoured distribution. The robustness of the improvement is established for both...