All admissible linear estimates of the mean matrix

DOI10.1006/JMVA.1993.1012zbMath0774.62006OpenAlexW2064905508MaRDI QIDQ1209878

Minyu Xie

Publication date: 16 May 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1012

zbMATH Keywords

covariance matrixriskmultivariate normaladmissible linear estimates of the mean matrixdefinitions of admissibilityKronecker product of unit matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Related Items (3)

Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model ⋮ Admissibilities of matrix linear estimators multivariate linear models ⋮ Characterization of admissible linear estimators in the general growth curve model with respect to an incomplete ellipsoidal restriction

This page was built for publication: All admissible linear estimates of the mean matrix