Polynomial estimation of eigenvalues

DOI10.1080/03610929908832315zbMath0918.62051OpenAlexW2010617081MaRDI QIDQ4240715

Debra L. Hydorn, Robb J. Muirhead

Publication date: 7 July 1999

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

Full work available at URL: https://doi.org/10.1080/03610929908832315

zbMATH Keywords

eigenvaluescovariance matrixsquared error lossWishart distributionelementary symmetric functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items

Notes on particular symmetric polynomials with applications, Some New Methods for Generating Convex Functions, Remarks on two symmetric polynomials and some matrices, Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view

Cites Work

• Estimation of a covariance matrix under Stein's loss
• Simultaneous estimation of eigenvalues
• Minimax estimators of a covariance matrix
• TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS
• Asymptotic Theory for Principal Component Analysis
• On Certain Characteristics of the Distribution of the Latent Roots of a Symmetric Random Matrix Under General Conditions