Simultaneous estimation of eigenvalues
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DOI: 10.1007/BF00053961
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Cited by:
- Yoshihiko Konno, 1991. "A note on estimating eigenvalues of scale matrix of the multivariate F-distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 157-165, March.
- Amadou Sarr & Arjun Gupta & Anwar Joarder, 2009. "Estimation of the precision matrix of multivariate Pearson type II model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 69(1), pages 31-44, January.
- Anwarul Joarder & S. Ahmed, 1996. "Estimation of the characteristic roots of the scale matrix," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 44(1), pages 259-267, December.
- Sheena, Yo & Takemura, Akimichi, 2011. "Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 801-815, April.
- Wen, Jun, 2018. "Estimation of two high-dimensional covariance matrices and the spectrum of their ratio," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 1-29.
- Li, Run-Ze & Fang, Kai-Tai, 1995. "Estimation of scale matrix of elliptically contoured matrix distributions," Statistics & Probability Letters, Elsevier, vol. 24(4), pages 289-297, September.
- Pui Leung & Foon Ng, 2001. "Improved Estimation of Parameter Matrices in a One-Sample and Two-Sample Problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 769-780, December.
- Sarr, Amadou & Gupta, Arjun K., 2009. "Estimation of the precision matrix of multivariate Kotz type model," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 742-752, April.
- Pui Leung & Wai Chan, 1998. "Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(3), pages 523-530, September.
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Keywords
Wishart distribution; covariance matrix; eigenvalues; squared error loss;All these keywords.
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