We consider the problem of estimating the first k coefficients in a regression equation with k + 1 variables. For this problem with known variance of innovations, the neutral Laplace weighted-average ...
The mixed model with one factor represented by fixed effects, one factor by random effects, and a normal error, has often stipulated that these random effects be a sample drawn from a normally ...
Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...