Improved nonnegative estimation of multivariate components of variance

DOI10.1214/aos/1017939248zbMath0961.62054OpenAlexW1598504382MaRDI QIDQ1583898

Tatsuya Kubokawa, Muni S. Srivastava

Publication date: 5 June 2001

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1017939248

zbMATH Keywords

minimax estimatorsrandom effects modelrestricted maximum likelihood estimatorStein lossunbiased estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Minimax procedures in statistical decision theory (62C20) Analysis of variance and covariance (ANOVA) (62J10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (7)

On estimation in multivariate linear calibration with elliptical errors ⋮ Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions ⋮ Estimation of Wishart mean matrices under simple tree ordering ⋮ Estimation of covariance matrices in fixed and mixed effects linear models ⋮ Estimating the covariance matrix: A new approach ⋮ Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss ⋮ Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model

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