Improving the Estimation of Eigenvectors Under Quadratic Loss

DOI10.1177/0008068320060302zbMath1130.62055OpenAlexW2510171390MaRDI QIDQ5441854

Lihua An, S. Ejaz Ahmed, Sévérien Nkurunziza

Publication date: 15 February 2008

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068320060302

zbMATH Keywords

covariance matrixlocal alternativesprincipal componentsshrinkage estimatorspreliminary test estimatorasymptotic biases and risks

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

This page was built for publication: Improving the Estimation of Eigenvectors Under Quadratic Loss