Modified estimators for the contribution rates of population eigenvalues are given under an elliptically contoured distribution. These estimators decrease the bias of the classical estimator, i.e. the sample contribution rates. The improvement of the modified estimators over the classical...

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.

This paper deals with the asymptotic distribution of Wishart matrix and its application to the estimation of the population matrix parameter when the population eigenvalues are block-wise infinitely dispersed. We show that the appropriately normalized eigenvectors and eigenvalues asymptotically...

We consider the asymptotic joint distribution of the eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues become infinitely dispersed. We show that the normalized sample eigenvalues and the relevant elements of the sample eigenvectors are asymptotically all mutually...

Abstract We consider the estimation of Σ of the p -dimensional normal distribution N p (0, Σ ) under the restriction where the eigenvalues of Σ have an upper or lower bound. From a decision-theoretic point of view, we evaluate the performance of the REML (restricted maximum likelihood...