A further note on some wishart expectations
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02613304
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Haff, L. R., 1977. "Minimax estimators for a multinormal precision matrix," Journal of Multivariate Analysis, Elsevier, vol. 7(3), pages 374-385, September.
- Raymond Collier & Frank Baker & Garrett Mandeville & Thomas Hayes, 1967. "Estimates of test size for several test procedures based on conventional variance ratios in the repeated measures design," Psychometrika, Springer;The Psychometric Society, vol. 32(3), pages 339-353, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Michael L. Dennis, 1990. "Assessing the Validity of Randomized Field Experiments," Evaluation Review, , vol. 14(4), pages 347-373, August.
- Yeil Kwon & Zhigen Zhao, 2023. "On F-modelling-based empirical Bayes estimation of variances," Biometrika, Biometrika Trust, vol. 110(1), pages 69-81.
- Hisayuki Tsukuma, 2003. "On estimation in multivariate linear calibration with elliptical errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(3), pages 447-466, September.
- Tsukuma, Hisayuki & Konno, Yoshihiko, 2006. "On improved estimation of normal precision matrix and discriminant coefficients," Journal of Multivariate Analysis, Elsevier, vol. 97(7), pages 1477-1500, August.
- Pensky, Marianna, 1999. "Nonparametric Empirical Bayes Estimation of the Matrix Parameter of the Wishart Distribution," Journal of Multivariate Analysis, Elsevier, vol. 69(2), pages 242-260, May.
- Chételat, Didier & Wells, Martin T., 2016. "Improved second order estimation in the singular multivariate normal model," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 1-19.
- Paula Fernández García & Guillermo Vallejo & Pablo Livacic-Rojas & Javier Herrero & Marcelino Cuesta, 2010. "Compative robustness of six tests in repeated measures designs with specified departures from sphericity," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(2), pages 289-301, February.
- Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N., 2012. "Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2522-2531.
- Sheena Yo & Gupta Arjun K., 2003. "Estimation of the multivariate normal covariance matrix under some restrictions," Statistics & Risk Modeling, De Gruyter, vol. 21(4), pages 327-342, April.
- Fourdrinier, Dominique & Mezoued, Fatiha & Wells, Martin T., 2016. "Estimation of the inverse scatter matrix of an elliptically symmetric distribution," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 32-55.
- Xiangyu Cui & Xuan Zhang, 2021. "Index tracking strategy based on mixed-frequency financial data," PLOS ONE, Public Library of Science, vol. 16(4), pages 1-15, April.
- Tsukuma, Hisayuki, 2014. "Bayesian estimation of a bounded precision matrix," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 160-172.
- Joel Bun & Jean-Philippe Bouchaud & Marc Potters, 2016. "Cleaning large correlation matrices: tools from random matrix theory," Papers 1610.08104, arXiv.org.
- Huynh Huynh, 1978. "Some approximate tests for repeated measurement designs," Psychometrika, Springer;The Psychometric Society, vol. 43(2), pages 161-175, June.
- Robert Boik, 1981. "A priori tests in repeated measures designs: Effects of nonsphericity," Psychometrika, Springer;The Psychometric Society, vol. 46(3), pages 241-255, September.
- Robert Boik, 1988. "The mixed model for multivariate repeated measures: validity conditions and an approximate test," Psychometrika, Springer;The Psychometric Society, vol. 53(4), pages 469-486, December.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:35:y:1988:i:1:p:197-202. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.