Estimation of the characteristic roots of the scale matrix
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Publication:2564987
DOI10.1007/BF02614070zbMath0864.62038MaRDI QIDQ2564987
S. Ejaz Ahmed, Anwar H. Joarder
Publication date: 7 January 1997
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176696
characteristic roots; quadratic loss; simultaneous estimation; risk function; scale matrix; multivariate \(t\)-model
62H12: Estimation in multivariate analysis
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Unbiased estimator of correlation coefficient, Simple expressions for a bivariate chisquare distribution, Large-sample estimation strategies for eigenvalues of a Wishart matrix., Estimation methods for the multivariate \(t\) distribution, Some useful Wishart expectations based on the multivariate \(t\)-model
Cites Work
- Simultaneous estimation of eigenvalues
- On some generalized wishart expectations
- Estimation of scale parameters in mixture distributions
- Estimation of the parameters of a regression model with a multivariate t error variable
- JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
- Estimation of eigenvalues of the scale matrix of the multivariate f distribution