Improved nonnegative estimation of multivariate components of variance
type: Item
instance of: scholarly article
title: Improved nonnegative estimation of multivariate components of variance
zbMATH Open document ID: 0961.62054
published in: The Annals of Statistics
publication date: 2001-06-05T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J10
Mathematics Subject Classification ID: 62F30
Mathematics Subject Classification ID: 62C12
Mathematics Subject Classification ID: 62C20
zbMATH DE Number: 1523484
zbMATH Keywords: minimax estimators
zbMATH Keywords: restricted maximum likelihood estimator
zbMATH Keywords: random effects model
zbMATH Keywords: Stein loss
zbMATH Keywords: unbiased estimator
author: Muni S. Srivastava
author: Tatsuya Kubokawa
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1017939248
OpenAlex ID: W1598504382
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DOI: 10.1214/AOS/1017939248
description: scientific article; zbMATH DE number 1523484