On estimation in multivariate linear calibration with elliptical errors

DOI10.1007/BF02517800zbMath1052.62065MaRDI QIDQ1881410

Hisayuki Tsukuma

Publication date: 5 October 2004

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

elliptically contoured distributionshrinkage estimatormultivariate linear modelKullback-Leibler distance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An identity for the Wishart distribution with applications
• Minimax estimators for a multinormal precision matrix
• New perspectives on linear calibration
• Improved nonnegative estimation of multivariate components of variance
• Bayesian analysis of the calibration problem under elliptical distributions.
• Further identities for the Wishart distribution with applications in regression
• Statistical Calibration: A Review
• Comparison of the inverse and classical estimators in multi-univariate linear calibration
• A NOTE ON ESTIMATION UNDER THE QUADRATIC LOSS IN MULTIVARIATE CALIBRATION
• Multivariate Calibration — Direct and Indirect Regression Methodology
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution