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

DOI10.1007/BF02530527zbMATH Open1063.62084MaRDI QIDQ1881007FDOQ1881007

Yasunori Fujikoshi, Yo Sheena, 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)

Cites Work

• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• Modified AIC and Cp in multivariate linear regression
• Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate \(F\) distributions
• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
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Cited In (4)

• A bivariate distribution with gamma and beta marginals with application to drought data
• 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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