Improving on MLE of coefficient matrix in a growth curve model

DOI10.1016/0378-3758(92)90027-PzbMath0850.62423WikidataQ126352407 ScholiaQ126352407MaRDI QIDQ1194013

Kenji Morita, A. K. Md. Ehsanes Saleh, Tatsuya Kubokawa

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear inference, regression (62J99) Admissibility in statistical decision theory (62C15)

Related Items (3)

Further results on estimation of covariance matrix ⋮ Biased estimation in a simple multivariate regression model ⋮ Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model

Cites Work

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• Equivariant estimation in a model with an ancillary statistic
• A family of minimax estimators in some multiple regression problems
• Families of minimax estimators of the mean of a multivariate normal distribution
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Minimax estimators in the normal MANOVA model
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• A note on a Manova model applied to problems in growth curve
• A generalized multivariate analysis of variance model useful especially for growth curve problems

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