Minimax estimators in the Manova model for arbitrary quadratic loss and unknown covariance matrix
Minimax estimators in the Manova model for arbitrary quadratic loss and unknown covariance matrix
复制标题
Manova 模型中任意二次损失和未知协方差矩阵的 Minimax 估计量
DOI：
10.1016/0047-259x(91)90095-j
复制
发表时间：
1991
影响因子：
1.6
通讯作者：
Toshio Honda
中科院分区：
文献类型：
--
作者：
Toshio Honda
考虑了风险矩阵E（B − B）′ Q（B − B）下正态多元回归模型系数矩阵B（p× m）的估计问题，其中Q是已知的pd矩阵，并给出了Gleser型估计，改进了通常的估计量X.
This paper considers the problem of estimating of the coefficient matrix B (p× m) in a normal multivariate regression model under the risk matrix E (B ̂− B)′ Q (B ̂− B), where Q is a known pd matrix, and proposes Gleser type estimators which improve on the usual estimator X.