Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion (Q707391)
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English | Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion |
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Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion (English)
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9 February 2005
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Maximum likelihood estimator
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Risk
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Orthogonally invariant estimator
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Monte Carlo simulations
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Tables
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