Estimation of covariance matrices in fixed and mixed effects linear models

DOI10.1016/j.jmva.2005.11.004zbMath1101.62044OpenAlexW2056749172MaRDI QIDQ853952

Tatsuya Kubokawa, Ming-Tien Tsai

Publication date: 7 December 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.11.004

zbMATH Keywords

decision theoryestimationcovariance matrixminimaxityWishart distributionmultivariate normal distributionlinear regression modelvariance componentmixed effects modelimprovementHaff identityJames--Stein estimatorStein identity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (3)

Estimation of Wishart mean matrices under simple tree ordering ⋮ Unified improvements in estimation of a normal covariance matrix in high and low dimensions ⋮ A new estimator of covariance matrix

Cites Work

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