Pretest estimation of eigenvalues of a Wishart matrix (Q2730728)
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scientific article; zbMATH DE number 1624920
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| English | Pretest estimation of eigenvalues of a Wishart matrix |
scientific article; zbMATH DE number 1624920 |
Statements
8 January 2002
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Wishart distribution
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covariance matrix
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pretest estimators
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asymptotic quadratic bias
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shrinkage estimator
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eigenvalues
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asymptotic quadratic distributional risk
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Pretest estimation of eigenvalues of a Wishart matrix (English)
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0.8615855574607849
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0.8001680374145508
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0.7927091121673584
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