Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
type: Item
instance of: scholarly article
title: Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
zbMATH Open document ID: 1043.62059
author: Anoop Chaturvedi
author: Alan T. K. Wan
author: Shri Prakash Singh
published in: Journal of Multivariate Analysis
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1891177
zbMATH Keywords: large sample asymptotics
zbMATH Keywords: prediction
zbMATH Keywords: quadratic loss
zbMATH Keywords: risk
zbMATH Keywords: Stein-rule
zbMATH Keywords: tables
MaRDI profile type: Publication
full work available at URL: jmva.2001.2042
OpenAlex ID: W2056384711
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DOI: 10.1006/JMVA.2001.2042
description: scientific article; zbMATH DE number 1891177