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Double Shrinkage Estimators in the GMANOVA Model

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  • Kariya, Takeaki
  • Konno, Yoshihiko
  • Strawderman, William E.

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.

Suggested Citation

  • Kariya, Takeaki & Konno, Yoshihiko & Strawderman, William E., 1996. "Double Shrinkage Estimators in the GMANOVA Model," Journal of Multivariate Analysis, Elsevier, vol. 56(2), pages 245-258, February.
    • Handle: RePEc:eee:jmvana:v:56:y:1996:i:2:p:245-258
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    Cited by:

    1. Kubokawa, T. & Srivastava, M. S., 2001. "Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 138-152, January.

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