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Double Shrinkage Estimators in the GMANOVA Model

โœ Scribed by Takeaki Kariya; Yoshihiko Konno; William E. Strawderman

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
333 KB
Volume
56
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

In the GMANOVA model or equivalent growth curve model, shrinkage effects on the MLE (maximum likelihood estimator) 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.

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