Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate \(F\) distributions (Q1280566)
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scientific article; zbMATH DE number 1262359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate \(F\) distributions |
scientific article; zbMATH DE number 1262359 |
Statements
Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate \(F\) distributions (English)
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30 May 1999
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covariance matrix
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orthogonally invariant estimator
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decision-theoretic estimation
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shrinkage estimator
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