All admissible linear estimates of the mean matrix (Q1209878)

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scientific article; zbMATH DE number 168712
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All admissible linear estimates of the mean matrix
scientific article; zbMATH DE number 168712

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    All admissible linear estimates of the mean matrix (English)
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    16 May 1993
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    Let \(Y\) be an \(n\times m\) matrix having a normal distribution \(N(\Theta_{n\times m},I_ n\otimes I_ m)\) where \(\Theta_{n\times m}\) is an unknown matrix and the covariance matrix \(I_ n\times I_ m\) is the Kronecker product of unit matrices. The author gives several definitions of admissibility and obtains all admissible linear estimates of the mean matrix \(\Theta\) under each of the several definitions of admissibility.
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    multivariate normal
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    risk
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    covariance matrix
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    Kronecker product of unit matrices
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    definitions of admissibility
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    admissible linear estimates of the mean matrix
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