A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix (Q1209695)
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scientific article; zbMATH DE number 168293
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix |
scientific article; zbMATH DE number 168293 |
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A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix (English)
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16 May 1993
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simultaneous estimation of the eigenvalues
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covariance matrix
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sum of squared errors loss
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new class of estimators of trace
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