An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed

DOI10.1016/j.stamet.2006.05.001zbMath1248.62022OpenAlexW2034839205MaRDI QIDQ713758

Akimichi Takemura, Yo Sheena

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2006.05.001

zbMATH Keywords

asymptotic distributioncovariance matrixStein's lossorthogonally equivariant estimatortail minimaxity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Minimax procedures in statistical decision theory (62C20)

Related Items (3)

Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions ⋮ Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues ⋮ An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed

Cites Work

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