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Volumn 56, Issue 2, 1996, Pages 245-258

Double shrinkage estimators in the GMANOVA model

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0030076591     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0013     Document Type: Article
Times cited : (6)

References (12)
  • 1
    • 38249022757 scopus 로고
    • Minimax estimators in the normal MANOVA model
    • [1] BILODEAU, M., AND KARIYA, T. (1989). Minimax estimators in the normal MANOVA model. J. Multivariate Anal. 28 260-270.
    • (1989) J. Multivariate Anal. , vol.28 , pp. 260-270
    • Bilodeau, M.1    Kariya, T.2
  • 2
    • 0011415446 scopus 로고
    • Minimax estimators of a normal mean vector of a normal distribution with unknown covariance matrix
    • [2] GLESER, L. (1986). Minimax estimators of a normal mean vector of a normal distribution with unknown covariance matrix. Ann. Statist. 14 1625-1633.
    • (1986) Ann. Statist. , vol.14 , pp. 1625-1633
    • Gleser, L.1
  • 3
    • 0000720855 scopus 로고
    • An identity for the Wishart distribution with applications
    • [3] HAFF, L. R. (1976). An identity for the Wishart distribution with applications. J. Multivariate Anal. 9 531-544.
    • (1976) J. Multivariate Anal. , vol.9 , pp. 531-544
    • Haff, L.R.1
  • 4
    • 0000458393 scopus 로고
    • Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and identity
    • [4] HAFF, L. R. (1976). Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and identity. Ann. Statist. 6 1264-1276.
    • (1976) Ann. Statist. , vol.6 , pp. 1264-1276
    • Haff, L.R.1
  • 5
    • 0001414604 scopus 로고
    • Equivariant estimation in a model with an ancillary statistic
    • [5] KARIYA, T. (1989). Equivariant estimation in a model with an ancillary statistic. Ann. Statist. 17 920-928.
    • (1989) Ann. Statist. , vol.17 , pp. 920-928
    • Kariya, T.1
  • 6
    • 0002541012 scopus 로고
    • On estimation of a matrix of normal means with unknown covariance matrix
    • [6] KONNO, Y. (1991). On estimation of a matrix of normal means with unknown covariance matrix. J. Multivariate Anal. 36 44-55.
    • (1991) J. Multivariate Anal. , vol.36 , pp. 44-55
    • Konno, Y.1
  • 9
    • 0000661332 scopus 로고
    • A generalized multivariate analysis of variance model useful especially for growth curve problems
    • [9] POTTHOFF, R. F., AND ROY, S. N. (1964). A generalized multivariate analysis of variance model useful especially for growth curve problems. Biometrika 51 313-326.
    • (1964) Biometrika , vol.51 , pp. 313-326
    • Potthoff, R.F.1    Roy, S.N.2
  • 10
    • 0000544111 scopus 로고
    • Least squares theory using an estimated dispersion matrix and its application to measurement of signals
    • Univ. of California, Berkeley
    • [10] RAO, C. R. (1967). Least squares theory using an estimated dispersion matrix and its application to measurement of signals. In Fifth Berkeley Symposium on Math. Statistics and Probability, Vol. 1, pp. 355-372. Univ. of California, Berkeley.
    • (1967) Fifth Berkeley Symposium on Math. Statistics and Probability , vol.1 , pp. 355-372
    • Rao, C.R.1
  • 11
    • 0011473541 scopus 로고
    • Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
    • [11] STRAWDERMAN, W. E. (1973). Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances. Ann. Statist. 1 1189-1194.
    • (1973) Ann. Statist. , vol.1 , pp. 1189-1194
    • Strawderman, W.E.1
  • 12
    • 0011415447 scopus 로고
    • Improved estimators for the GMANOVA problem with application to Monte Carlo simulation
    • [12] TAN, M. (1991). Improved estimators for the GMANOVA problem with application to Monte Carlo Simulation. J. Multivariate Anal. 38 262-274.
    • (1991) J. Multivariate Anal. , vol.38 , pp. 262-274
    • Tan, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.