Inference on Eigenvalues of Wishart Distribution Using Asymptotics with respect to the Dispersion of Population Eigenvalues

zbMath1192.62071arXiv0704.2278MaRDI QIDQ3580845

Yo Sheena, Akimichi Takemura

Publication date: 13 August 2010

Full work available at URL: https://arxiv.org/abs/0704.2278

zbMATH Keywords

Wishart distributioneigenvalues of covariance matricesinterval estimation of eigenvaluestest on eigenvalues

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Eigenvalues, singular values, and eigenvectors (15A18)

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