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)

Recommendations

• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• Estimation of the noncentrality parameter of an \(F\)-distribution
• scientific article; zbMATH DE number 35449
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• Title not available (Why is that?)
• Title not available (Why is that?)

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

This page was built for publication: Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1881007)