Pages that link to "Item:Q1207622"
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The following pages link to A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution (Q1207622):
Displaying 8 items.
- A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution (Q1207622) (← links)
- An identity for the noncentral Wishart distribution with application (Q1323145) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- Estimation of eigenvalues of the scale matrix of the multivariate f distribution (Q4202705) (← links)
- Decision theoretic estimation of functions of the canonical correlation coefficients (Q4337244) (← links)
- Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
