[Statlist] Statistics Colloquium in Bern, September 8

[Lutz Duembgen]

    Kolloquiumsvortrag
Freitag, 8. September 2006, 17.00 Uhr
Hörsaal B78, Institut für exakte Wissenschaften, Sidlerstrasse 5, 3012 Bern
Prof. Rudy Beran (University of California at Davis)
Boosting Efficiency by Multiple Affine Shrinkage
 
Abstract
 
This talk constructs estimators that boost the asymptotic efficiency of 
the least squares estimator for the mean response matrix in a standard 
multivariate linear model. The proposed estimators shrink designated 
orthogonal projections of the response matrix after these are 
individually expressed in terms of data-based principal component bases. 
In the asymptotic theory, the rank of the design matrix tends to 
infinity while the column dimension of the response matrix is held 
fixed. A numerical experiment and an application illustrate the 
methodology.