Minimax estimators in the normal MANOVA model
type: Item
instance of: scholarly article
title: Minimax estimators in the normal MANOVA model
zbMATH Open document ID: 0683.62033
DOI: 10.1016/0047-259X(89)90109-7
author: Martin Bilodeau
author: Takeaki Kariya
published in: Journal of Multivariate Analysis
publication date: 1989-01-01T00:00:00Z
review text: Consider a canonical form of a MANOVA model \[ X_{m\times p}\sim N(B,C\otimes \Sigma)\quad (C>0,\quad \Sigma >0),\quad S_{p\times p}\sim Wishart (\Sigma,n)\quad (n\geq p), \] where X and S are independent. The authors obtain several classes of minimax estimators for the coefficient matrix B under the risk matrix \(E(\hat B-B)\Sigma^{-1}(\hat B-B)'.\)
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62C20
zbMATH DE Number: 4119429
zbMATH Keywords: normal multivariate regression model
zbMATH Keywords: minimax estimators
zbMATH Keywords: Stein effect
zbMATH Keywords: canonical form
zbMATH Keywords: MANOVA model
zbMATH Keywords: risk matrix
reviewed by: Song Wang
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4119429