Double Shrinkage Estimators in the GMANOVA Model

Takeaki Kariya and Yoshihiko Konno

Discussion Paper Series from Institute of Economic Research, Hitotsubashi University

Abstract: In the GMANOVA model or equivalentry growth curve model, shrinkage effects on the MLE are considered under an invariant risk matrix. We first study the fundamental structure of the problem through which we decompose the estimation problem into some conditional problems and then demonstrate some classes of double shrinkage minimax estimators which uniformly dominate the MLE in the matrix risk.

Date: 1994-05
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Persistent link: https://EconPapers.repec.org/RePEc:hit:hituec:a292

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