Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution

DOI10.1007/BF02530527MaRDI QIDQ1881007zbMATH OpenFDO

Authors Yo Sheena, Yasunori Fujikoshi, Arjun K. Gupta

Publication date 27 September 2004

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

simulationsunbiased estimatorzonal polynomialempirical Bayes estimatororthogonal invariant estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Eigenvalues, singular values, and eigenvectors (15A18) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cites work

• scientific article; zbMATH DE number 4194962 (Why is no real title available?)
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4149389 (Why is no real title available?)
• scientific article; zbMATH DE number 147169 (Why is no real title available?)
• scientific article; zbMATH DE number 889600 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate \(F\) distributions
• Modified AIC and Cp in multivariate linear regression

Cited in

(5)

• A bivariate distribution with gamma and beta marginals with application to drought data
• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• On eigenfunctions of expected value operators of non-central multivariate beta density
• New estimator for functions of the canonical correlation coefficients
• Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial

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