Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\) (Q1186768): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4137805 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3675308 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The variational form of certain Bayes estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3822999 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3219581 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4728046 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3854462 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 17:11, 15 May 2024

scientific article
Language Label Description Also known as
English
Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\)
scientific article

    Statements

    Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\) (English)
    0 references
    0 references
    28 June 1992
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    independent Wishart matrices
    0 references
    loss function
    0 references
    multivariate \(F\)- distribution
    0 references
    unbiased risk estimator
    0 references
    eigenvalue estimation
    0 references
    normal two- sample problem
    0 references
    invariant test
    0 references
    hypothesis of the equality of population covariance matrices
    0 references
    power function
    0 references
    eigenvalues
    0 references
    orthogonally invariant minimax estimator
    0 references
    estimated eigenvalues
    0 references
    risk reduction
    0 references