A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
type: Item
instance of: scholarly article
title: A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
zbMATH Open document ID: 0766.62030
DOI: 10.1016/0167-7152(93)90143-7
author: Chun Jin
published in: Statistics \& Probability Letters
publication date: 1993-05-16T00:00:00Z
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 168293
zbMATH Keywords: simultaneous estimation of the eigenvalues
zbMATH Keywords: covariance matrix
zbMATH Keywords: sum of squared errors loss
zbMATH Keywords: new class of estimators of trace
MaRDI profile type: Publication
full work available at URL: 0167-7152(93)90143-7
OpenAlex ID: W2085460396
cites work: Q3796553
cites work: Simultaneous estimation of eigenvalues
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cites work: Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
cites work: Empirical Bayes estimation of the multivariate normal covariance matrix
cites work: Q3185327
cites work: Q3219581
cites work: Q3870159
description: scientific article; zbMATH DE number 168293