Estimation of eigenvalues of the scale matrix of the multivariate f distribution

DOI10.1080/03610929208830883MaRDI QIDQ4202705zbMATH OpenOpenAlexFDO

Authors Pui Lam Leung

Publication date 4 October 1993

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929208830883

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Cites work

• A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution
• Estimation of a covariance matrix under Stein's loss
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• On estimation of the scale matrix of the multivariate f distribution

Cited in

(6)

• An identity for the noncentral Wishart distribution with application
• Estimation of two high-dimensional covariance matrices and the spectrum of their ratio
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
• Estimation of the characteristic roots of the scale matrix
• Decision theoretic estimation of functions of the canonical correlation coefficients
• Large-sample estimation strategies for eigenvalues of a Wishart matrix.

This page was built for publication: Estimation of eigenvalues of the scale matrix of the multivariate f distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4202705)