Journal of the Japan Statistical Society, Japanese Issue
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
TWO-STAGE ESTIMATORS WITH BOUNDED RISK IN A GROWTH CURVE MODEL
Tatsuya Kubokawa
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1990 Volume 20 Issue 1 Pages 77-87

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Abstract
For a coefficient matrix in the growth curve model, this paper gives a two-stage estimation procedure, such that its risk function relative to arbitrary quadratic loss is bounded above by a preassigned constant, and its asymptotic efficiency is discussed. Also, for powers of the generalized variance, a procedure with a bounded risk is developed, and some domination results are shown.
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