Polynomial estimation of eigenvalues

DOI10.1080/03610929908832315MaRDI QIDQ4240715zbMATH OpenOpenAlexFDO

Authors Debra L. Hydorn, Robb J. Muirhead

Publication date 7 July 1999

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

Full work available at URL https://doi.org/10.1080/03610929908832315

zbMATH Keywords

eigenvaluesWishart distributioncovariance matrixsquared error losselementary symmetric functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Recommendations

• A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
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Cites work

• Asymptotic Theory for Principal Component Analysis
• Estimation of a covariance matrix under Stein's loss
• Minimax estimators of a covariance matrix
• On Certain Characteristics of the Distribution of the Latent Roots of a Symmetric Random Matrix Under General Conditions
• Simultaneous estimation of eigenvalues
• TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS

Cited in

(8)

• Notes on particular symmetric polynomials with applications
• Some New Methods for Generating Convex Functions
• Polynomial eigenvalue estimation: numerical radii versus norms
• Remarks on two symmetric polynomials and some matrices
• Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
• Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view
• Modified estimators of the contribution rates of population eigenvalues
• scientific article; zbMATH DE number 4036931 (Why is no real title available?)

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