Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix

Toshio Honda

Journal of Multivariate Analysis, 1991, vol. 36, issue 1, 113-120

Abstract: This paper considers the problem of estimating of the coefficient matrix B(p - m) in a normal multivariate regression model under the risk matrix , where Q is a known p.d. matrix, and proposes Gleser type estimators which improve on the usual estimator X.

Keywords: Stein; type; estimator; MANOVA; model; Gleser's; method; Stein's; identity; Haff's; identity; unbiased; estimators; of; the; risk; matrix; difference; Gleser; type; estimator (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (4)

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