Double shrinkage estimators in the GMANOVA model

Takeaki Kariya; Yoshihiko Konno; William E. Strawderman

doi:10.1006/jmva.1996.0013

Double shrinkage estimators in the GMANOVA model

Takeaki Kariya, Yoshihiko Konno, William E. Strawderman

School of Arts and Sciences, Statistics

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	245-258
Number of pages	14
Journal	Journal of Multivariate Analysis
Volume	56
Issue number	2
DOIs	https://doi.org/10.1006/jmva.1996.0013
State	Published - Feb 1996

All Science Journal Classification (ASJC) codes

Statistics and Probability
Numerical Analysis
Statistics, Probability and Uncertainty

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10.1006/jmva.1996.0013

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abstract = "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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AB - 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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Double shrinkage estimators in the GMANOVA model

Abstract

All Science Journal Classification (ASJC) codes

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