Shrinkage estimators for covariance matrices

Biometrics

Volumn 57, Issue 4, 2001, Pages 1173-1184

  Daniels, Michael J ^a   Kass, Robert E ^b  

^a Department of Statistics Center for Statistics and Applications in Forensic Evidence Iowa State University 2438 Osborn Dr Ames   (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Empirical Bayes; General linear model; Givens angles; Hierarchical prior; Longitudinal data

Indexed keywords

COVARIANCE MATRIX; EIGENVALUES AND EIGENFUNCTIONS; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; REGRESSION ANALYSIS; SAMPLING;

COVARIANCE MATRICES; EMPIRICAL BAYES; GENERAL LINEAR MODELING; GIVEN ANGLE; HIERARCHICAL PRIOR; LONGITUDINAL DATA; MAXIMUM LIKELIHOOD ESTIMATOR; REGRESSION COEFFICIENT; RESTRICTED MAXIMUM LIKELIHOOD ESTIMATORS; SHRINKAGE ESTIMATOR;

SHRINKAGE;

BIOMETRY; COVARIANCE ANALYSIS; MAXIMUM LIKELIHOOD ANALYSIS;

ANALYTICAL ERROR; ARTICLE; COVARIANCE; ELECTROENCEPHALOGRAM; MATHEMATICAL COMPUTING; MAXIMUM LIKELIHOOD METHOD; REGRESSION ANALYSIS; SIMULATION; STATISTICS;

EID: 0035185654     PISSN: 0006341X     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0006-341X.2001.01173.x     Document Type: Article

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