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Methods for improvement in estimation of a normal mean matrix

✍ Scribed by Hisayuki Tsukuma; Tatsuya Kubokawa


Book ID
108185531
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
257 KB
Volume
98
Category
Article
ISSN
0047-259X

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Robust Improvement in Estimation of a Me
✍ T. Kubokawa; M.S. Srivastava πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 175 KB

In estimation of a matrix of regression coefficients in a multivariate linear regression model, this paper shows that minimax and shrinkage estimators under a normal distribution remain robust under an elliptically contoured distribution. The robustness of the improvement is established for both inv