On estimation of the scale matrix of the multivariate f distribution

DOI10.1080/03610928908829972MaRDI QIDQ3473080zbMATH OpenOpenAlexFDO

Authors Dipak K. Dey

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908829972

zbMATH Keywords

covariance matrixentropy lossmultivariate F distributionorthogonally invariant estimatorssquared error loss

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• Estimation of a covariance matrix under Stein's loss
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• Simultaneous estimation of eigenvalues

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(7)

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• Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate F distributions
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