Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions
An admissible estimator of the eigenvalues of the variance-covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss.
Year of publication: |
2011
|
---|---|
Authors: | Sheena, Yo ; Takemura, Akimichi |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 102.2011, 4, p. 801-815
|
Publisher: |
Elsevier |
Keywords: | Covariance matrix Wishart distribution Squared error loss Karlin's method |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Takemura, Akimichi, (2005)
-
Sheena, Yo, (1992)
-
Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues
Sheena, Yo, (2008)
- More ...