Estimation of variance and covariance components in elliptically contoured distributions

DOI10.14490/JJSS1995.30.143zbMATH Open0983.62032OpenAlexW1967726427MaRDI QIDQ2767518

Tatsuya Kubokawa

Publication date: 25 April 2002

Published in: Journal of the Japan Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.30.143

zbMATH Keywords

empirical Bayeselliptically contoured distributionrobustness of improvementpoint estimationvariance components modelmixed linear regression modelStein's dominance result

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

Quadratic admissible estimate of covariance in pseudo-elliptical contoured distribution ⋮ Title not available (Why is that?) ⋮ Improving on the sample covariance matrix for a complex elliptically contoured distribution ⋮ The correlation structure of Matheron's classical variogram estimator under elliptically contoured distributions

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