Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (Q2485991)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix |
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Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (English)
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5 August 2005
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Asymptotic distribution
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Covariance matrix
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Minimax estimator
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Quadratic loss
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Singular parameter
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Stein's loss
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Tail minimaxity
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