Minimax estimators in the normal MANOVA model
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 \(E(\hat B-B)\Sigma^{-1}(\hat B-B)'.\)
scientific article; zbMATH DE number 4119429