Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix
نویسندگان
چکیده
منابع مشابه
Another Class of Minimax Estimators of A Variance Covariance Matrix in Multivariate Normal Distribution
It is well known that the best equivariant estimator of a variance covari-ance matrix of multivariate normal distribution with respect to the full ane group of transformation is not even minimax. Some minimax estimators have been proposed. Here we treat this problem in the framework of a multivari-ate analysis of variance(MANOVA) model and give other classes of minimax estimators.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1991
ISSN: 0047-259X
DOI: 10.1016/0047-259x(91)90095-j