scientific article; zbMATH DE number 4149389

zbMATH Open0701.62064MaRDI QIDQ3479396FDOQ3479396

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Publication date: 1990

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Monte Carlo studyriskminimax estimatorloss functionentropy lossorthogonally invariant estimatorsindependent Wishart matriceseigenvalue estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (algebraic aspects) (15B52) Minimax procedures in statistical decision theory (62C20)

Cited In (13)

• Title not available (Why is that?)
• Pretest estimation of eigenvalues of a Wishart matrix
• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• Title not available (Why is that?)
• On variance of sample matrix eigenvalue
• New estimator for functions of the canonical correlation coefficients
• Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
• Large-sample estimation strategies for eigenvalues of a Wishart matrix.
• Title not available (Why is that?)
• Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\)
• Simultaneous estimation of eigenvalues
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• Improved estimation of parameter matrices in one-sample and two-sample problems

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