Estimation of the characteristic roots of the scale matrix (Q2564987): Difference between revisions
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| Property / cites work: Simultaneous estimation of eigenvalues / rank | |||
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| Property / cites work: Estimation of scale parameters in mixture distributions / rank | |||
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| Property / cites work: On some generalized wishart expectations / rank | |||
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| Property / cites work: Estimation of eigenvalues of the scale matrix of the multivariate f distribution / rank | |||
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| Property / cites work: JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR / rank | |||
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| Property / cites work: Estimation of the parameters of a regression model with a multivariate t error variable / rank | |||
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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)
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7 January 1997
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risk function
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multivariate \(t\)-model
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simultaneous estimation
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characteristic roots
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scale matrix
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quadratic loss
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