Estimation of the characteristic roots of the scale matrix (Q2564987): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Simultaneous estimation of eigenvalues / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Estimation of scale parameters in mixture distributions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On some generalized wishart expectations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Estimation of eigenvalues of the scale matrix of the multivariate f distribution / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Estimation of the parameters of a regression model with a multivariate t error variable / rank | |||
Normal rank |
Latest revision as of 10:11, 27 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of the characteristic roots of the scale matrix |
scientific article |
Statements
Estimation of the characteristic roots of the scale matrix (English)
0 references
7 January 1997
0 references
risk function
0 references
multivariate \(t\)-model
0 references
simultaneous estimation
0 references
characteristic roots
0 references
scale matrix
0 references
quadratic loss
0 references
0 references