On the Bias of Functions of Characteristic Roots of a Random Matrix
From MaRDI portal
Publication:5341311
DOI10.2307/2333814zbMath0132.13206OpenAlexW4236542505MaRDI QIDQ5341311
Theophilos Cacoullos, Ingram Olkin
Publication date: 1965
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2333814
Related Items (5)
A regularized profile likelihood approach to covariance matrix estimation ⋮ Two-stage procedures for parameters in a growth curve model ⋮ Optimal shrinkage of eigenvalues in the spiked covariance model ⋮ A note on robustness of two-stage procedure for a multivariate compounded normal distribution ⋮ Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
This page was built for publication: On the Bias of Functions of Characteristic Roots of a Random Matrix
