Double shrinkage estimators in the GMANOVA model

DOI10.1006/jmva.1996.0013zbMath0863.62055OpenAlexW2092521762MaRDI QIDQ1914688

Yoshihiko Konno, William E. Strawderman, Takeaki Kariya

Publication date: 5 August 1996

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

Full work available at URL: https://doi.org/10.1006/jmva.1996.0013

zbMATH Keywords

growth curve modelmaximum likelihood estimatorGMANOVA modelgeneralized multivariate analysis of varianceconditional problemsdouble shrinkage minimax estimatorsinvariant risk matrixshrinkage effects

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Robust improvement in estimation of a mean matrix in an elliptically contoured distribution ⋮ Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses

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