On stochastic majorization of the eigenvalues of a Wishart matrix (Q1914242)
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scientific article; zbMATH DE number 885080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic majorization of the eigenvalues of a Wishart matrix |
scientific article; zbMATH DE number 885080 |
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On stochastic majorization of the eigenvalues of a Wishart matrix (English)
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21 August 1996
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tests of invariant hypotheses
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covariance matrix
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multivariate normal distribution
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orthogonally invariant acceptance regions
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eigenvalues
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random Wishart matrix
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majorization ordering
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unbiasedness
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monotonicity
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power functions
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orthogonally invariant tests
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0.9390418
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