Minimax estimators in the normal MANOVA model (Q1824965)
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scientific article; zbMATH DE number 4119429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax estimators in the normal MANOVA model |
scientific article; zbMATH DE number 4119429 |
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Minimax estimators in the normal MANOVA model (English)
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1989
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Consider a canonical form of a MANOVA model \[ X_{m\times p}\sim N(B,C\otimes \Sigma)\quad (C>0,\quad \Sigma >0),\quad S_{p\times p}\sim Wishart (\Sigma,n)\quad (n\geq p), \] where X and S are independent. The authors obtain several classes of minimax estimators for the coefficient matrix B under the risk matrix \(E(\hat B-B)\Sigma^{-1}(\hat B-B)'.\)
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normal multivariate regression model
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minimax estimators
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Stein effect
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canonical form
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MANOVA model
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risk matrix
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0.90359074
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0.90053946
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0.8938577
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0.89346683
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