Pages that link to "Item:Q2277697"
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The following pages link to Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix (Q2277697):
Displaying 13 items.
- Biased estimation in a simple multivariate regression model (Q956870) (← links)
- On multivariate linear regression shrinkage and reduced-rank procedures (Q1125532) (← links)
- Minimax estimators in the normal MANOVA model (Q1824965) (← links)
- Double shrinkage estimators in the GMANOVA model (Q1914688) (← links)
- Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses (Q2491858) (← links)
- (Q3675308) (← links)
- Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model (Q4240716) (← links)
- Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation (Q4240718) (← links)
- (Q4935396) (← links)
- (Q5489959) (← links)
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution (Q5929502) (← links)
- Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model (Q5931395) (← links)
- Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751) (← links)
