Estimation of eigenvalues of the scale matrix of the multivariate f distribution
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Publication:4202705
DOI10.1080/03610929208830883zbMath0775.62133OpenAlexW2021007461MaRDI QIDQ4202705
Publication date: 4 October 1993
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929208830883
Related Items (6)
Decision theoretic estimation of functions of the canonical correlation coefficients ⋮ Large-sample estimation strategies for eigenvalues of a Wishart matrix. ⋮ Estimation of two high-dimensional covariance matrices and the spectrum of their ratio ⋮ Estimation of the characteristic roots of the scale matrix ⋮ Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models ⋮ An identity for the noncentral Wishart distribution with application
Cites Work
- Estimation of a covariance matrix under Stein's loss
- Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
- A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution
- On estimation of the scale matrix of the multivariate f distribution
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