arXiv subjects
Publications and source records attributed to M. Arashi.
In this paper we consider Selberg-type square matrices integrals with focus on Kummer-beta types I & II integrals. For generality of the results for real normed division algebras, the generalized matrix variate Kummer-beta types I & II are defined under the abstract algebra. Then Selberg-type integrals are calculated under orthogonal transformations.
For the regression model where the errors follow the elliptically contoured distribution (ECD), we consider the least squares (LS), restricted LS (RLS), preliminary test (PT), Stein-type shrinkage (S) and positive-rule shrinkage (PRS) estimators for the regression parameters. We compare the quadratic risks of the estimators to determine the relative dominance properties of the five estimators.