The risk of pretest and shrinkage estimators |
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| Authors: | Sévérien Nkurunziza |
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| Institution: | 1. Department of Mathematics and Statistics , University of Windsor , 401 Sunset Avenue, Windsor , ON , Canada , N9B 3P4 severien@uwindsor.ca |
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| Abstract: | In this paper, we establish the risk function of a class of estimator for the mean parameter matrix of a matrix variate normal distribution. In particular, the established result is useful in evaluating the performance of a class of shrinkage-pretest-type estimators. |
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| Keywords: | shrinkage estimator risk function MLE matrix variate normal |
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