951. Minimax estimators in the normal MANOVA model
- Author
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Martin Bilodeau and Takeaki Kariya
- Subjects
Statistics and Probability ,Strawderman type estimator ,Numerical Analysis ,Multivariate statistics ,superharmonicity ,Baranchik type estimator ,Estimator ,MANOVA model ,Regression analysis ,Type (model theory) ,Risk matrix ,Combinatorics ,Efron-Morris type estimator ,Multivariate analysis of variance ,risk matrix ,Statistics ,Stein estimation ,Stein type estimator ,Statistics, Probability and Uncertainty ,Minimax estimator ,Coefficient matrix ,Mathematics - Abstract
This paper considers the problem of estimating the coefficient matrix B: m × p in a normal multivariate regression model under the risk matrix E( B − B) Σ −1 ( B − B) ′ : m × m and obtains classes of minimax estimators for Baranchik type, Strawderman type, Efron-Morris type, and Stein type estimators.
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