A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix (Q1209695)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix |
scientific article |
Statements
A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix (English)
0 references
16 May 1993
0 references
simultaneous estimation of the eigenvalues
0 references
covariance matrix
0 references
sum of squared errors loss
0 references
new class of estimators of trace
0 references
0 references