scientific article; zbMATH DE number 147169

MaRDI QIDQ4030227zbMATH OpenFDO

Authors Konno Yoshihiko

Publication date 1 April 1993

zbMATH Keywords

covariance matrixdifferentiation of matricesestimating eigenvaluesintegration by partslossmultivariate \(F\) distributionorthogonally invariant estimatorpositive definite random matrixrisk

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Recommendations

• A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution
• scientific article; zbMATH DE number 889600
• On estimation of the scale matrix of the multivariate f distribution
• Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate F distributions
• scientific article; zbMATH DE number 4149389

Cited in

(7)

• A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution
• Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate F distributions
• Estimation of two high-dimensional covariance matrices and the spectrum of their ratio
• Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
• On estimation of the scale matrix of the multivariate f distribution
• On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix
• scientific article; zbMATH DE number 1067782 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4030227)