On the Bias of Functions of Characteristic Roots of a Random Matrix

DOI10.2307/2333814MaRDI QIDQ5341311zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

statistics

Cited in

(5)

• Two-stage procedures for parameters in a growth curve model
• Optimal shrinkage of eigenvalues in the spiked covariance model
• A regularized profile likelihood approach to covariance matrix estimation
• 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

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