Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion

DOI10.1016/J.JMVA.2003.01.001zbMath1075.62047OpenAlexW2039484545MaRDI QIDQ707391

Yo Sheena, Arjun K. Gupta, Yasunori Fujikoshi

Publication date: 9 February 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.01.001

zbMATH Keywords

RiskMonte Carlo simulationsMaximum likelihood estimatorOrthogonally invariant estimatorTables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05) Statistical decision theory (62C99)

Related Items (5)

Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution ⋮ Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ An exact test for a column of the covariance matrix based on a single observation ⋮ Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial ⋮ New estimator for functions of the canonical correlation coefficients

Cites Work

• Estimation of a covariance matrix under Stein's loss
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• An identity for the noncentral Wishart distribution with application
• Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
• On Certain Characteristics of the Distribution of the Latent Roots of a Symmetric Random Matrix Under General Conditions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion