Minimax estimators in the normal MANOVA model

Martin Bilodeau and Takeaki Kariya

Journal of Multivariate Analysis, 1989, vol. 28, issue 2, 260-270

Abstract: This paper considers the problem of estimating the coefficient matrix B: m - p in a normal multivariate regression model under the risk matrix : m - m and obtains classes of minimax estimators for Baranchik type, Strawderman type, Efron-Morris type, and Stein type estimators.

Keywords: Stein; estimation; MANOVA; model; risk; matrix; Baranchik; type; estimator; Strawderman; type; estimator; Efron-Morris; type; estimator; Stein; type; estimator; superharmonicity (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (17)

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