On estimation of the scale matrix of the multivariate f distribution

DOI10.1080/03610928908829972zbMath0696.62101OpenAlexW1965144074MaRDI QIDQ3473080

Dey, Dipak K.

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829972

zbMATH Keywords

covariance matrixsquared error lossentropy lossmultivariate F distributionorthogonally invariant estimators

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (3)

Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models ⋮ A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution ⋮ Estimation of eigenvalues of the scale matrix of the multivariate f distribution

Cites Work

• Estimation of a covariance matrix under Stein's loss
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• Simultaneous estimation of eigenvalues

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