Estimation of the characteristic roots of the scale matrix
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Cites work
- Estimation of eigenvalues of the scale matrix of the multivariate f distribution
- Estimation of scale parameters in mixture distributions
- Estimation of the parameters of a regression model with a multivariate t error variable
- JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
- On some generalized wishart expectations
- Simultaneous estimation of eigenvalues
Cited in
(9)- Some useful Wishart expectations based on the multivariate t-model
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- Unbiased estimator of correlation coefficient
- Simple expressions for a bivariate chisquare distribution
- Large-sample estimation strategies for eigenvalues of a Wishart matrix.
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- Estimation methods for the multivariate \(t\) distribution
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