Recently, Liu (1993) estimator draws an important attention to estimate the regression parameters for an ill-conditioned linear regression model when the vector of errors is distributed according to the law belonging to the class of elliptically contoured distributions (ECDs). This paper...

This paper derives the risk functions of a class of shrinkage estimators for the mean parameter matrix of a matrix variate elliptically contoured distribution. It is showed that the positive rule shrinkage estimator outperformed the shrinkage and unrestricted (maximum likelihood) estimators. To...