Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model

DOI10.1007/S00184-009-0238-3zbMath1189.62005OpenAlexW2034424070MaRDI QIDQ976954

Kazuo Noda, Etsuo Miyaoka

Publication date: 16 June 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0238-3

zbMATH Keywords

unknown covariance matrixJames-Stein type matrix estimatormatrix normal distributionsparameter matrix linear functionquadratic matrix loss functionsthe Stein problem

Mathematics Subject Classification ID

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

Related Items (1)

A note on Stein-type shrinkage estimator in partial linear models

Cites Work

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• Estimation of parameters in a linear model
• Admissibilities of matrix linear estimators multivariate linear models
• All Admissible Linear Estimates of the Mean Vector
• Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model

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