Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial

DOI10.1081/STA-200063171zbMath1070.62042MaRDI QIDQ5314582

Yo Sheena

Publication date: 5 September 2005

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

zbMATH Keywords

entropy loss functionmatrix variate distributionorthogally invariant estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Complete class results in statistical decision theory (62C07)

Cites Work

• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
• An identity for the noncentral Wishart distribution with application
• Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
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