Arashi, M.; Kibria, B.; Tajadod, A. - In: Metrika 78 (2015) 1, pp. 29-44
This paper derives the risk functions of a class of shrinkage estimators for the mean parameter matrix of a matrix variate elliptically contoured distribution. It is showed that the positive rule shrinkage estimator outperformed the shrinkage and unrestricted (maximum likelihood) estimators. To...
