We deal with two kinds of Cox regression models with varying coefficients. The coefficients vary with time in one model. In the other model, there is an important random variable called an index variable and the coefficients vary with the variable. In both models, we have p-dimensional...

This paper considers the problem of estimating of the coefficient matrix B(p - m) in a normal multivariate regression model under the risk matrix , where Q is a known p.d. matrix, and proposes Gleser type estimators which improve on the usual estimator X.