Estimation of Wishart mean matrices under simple tree ordering
For Wishart density functions, we study the risk dominance problems of the restricted maximum likelihood estimators of mean matrices with respect to the Kullback-Leibler loss function over restricted parameter space under the simple tree ordering set. The results are directly applied to the estimation of covariance matrices for the completely balanced multivariate multi-way random effects models without interactions.
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Volume (Year): 98 (2007)
Issue (Month): 5 (May)
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