A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution (Q1207622)
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scientific article; zbMATH DE number 150258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution |
scientific article; zbMATH DE number 150258 |
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A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution (English)
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1 April 1993
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orthogonally invariant estimators
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multivariate \(F\)-distribution
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scale matrix
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estimating eigenvalues
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improved orthogonally invariant estimators
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Haff-type estimators
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covariance matrix
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new estimators of eigenvalues
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0.94805527
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0.9396385
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0.91236293
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