BIEofDP
“Best Invariant Estimation of a Direction Parameter with Application to Linear Functional Relationships and Factor Analysis.” (with T. W. Anderson and Charles Stein). Annals of Statistics, Vol. 13, No. 2, pp. 525-533, 1985.
ABSTRACT
?
REFERENCES
Adcock, R. J. (1878) A problem in least squares. The Analyst 5 53-54.
Anderson, T. W. (1976). Estimation of linear functional relationships: approximate distributions and connections with simultaneous equations in econometrics. J. Roy. Statist. Soc. Ser. B 38 1-36.
Anderson, T. W. (1984). Estimating linear statistical relationships. Ann. Statist. 12 1-45.
Berger, J. O. (1976). Inadmissibility results for generalized Bayes estimators of coordinates of a location vector. Ann. Statist. 4 302-333.
Blackwell, D. (1951). On the translation parameter problem for discrete variable. Ann. Math. Statist. 22 393-399.
Hotelling. H. (1933). Analysis of a complex of statistical variables into principal components. J. Educational Psych. 24 417-441, 498-520.
Kiefer, J. and Schwartz, R. (1965). Admissible Bayes character of T2 , R2 and other fully invariant tests for classical multivariate normal problems. Ann. Math. Statist. 36 747-770.
Lawley, D. N. (1953). A modified method of estimation in factor analysis and some large sample results. Uppsala Symp. Psych. Factor Anal. 17-19 March 1953. Almqvist and Wiksell, Uppsala.
Pearson, K. (1901). On lines and planes of closest fit to systems of points in space. Philosophical Magazine 2 (sixth series), 559-572.
Rao, C. R. (1973). Linear Statistical Inference and its applications, second edition. Wiley, New York.