Inference on Eigenvalues of Wishart Distribution Using Asymptotics with respect to the Dispersion of Population Eigenvalues

zbMath1192.62071arXiv0704.2278MaRDI QIDQ3580845

Yo Sheena, Akimichi Takemura

Publication date: 13 August 2010

Full work available at URL: https://arxiv.org/abs/0704.2278

zbMATH Keywords

Wishart distribution; eigenvalues of covariance matrices; interval estimation of eigenvalues; test on eigenvalues

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F25: Parametric tolerance and confidence regions

62F03: Parametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

15A18: Eigenvalues, singular values, and eigenvectors