Polynomial estimation of eigenvalues

DOI10.1080/03610929908832315zbMATH Open0918.62051OpenAlexW2010617081MaRDI QIDQ4240715FDOQ4240715

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

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• scientific article; zbMATH DE number 4036931

zbMATH Keywords

eigenvaluesWishart distributioncovariance matrixsquared error losselementary symmetric functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

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

Cited In (8)

• Notes on particular symmetric polynomials with applications
• Some New Methods for Generating Convex Functions
• Polynomial eigenvalue estimation: numerical radii versus norms
• Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
• Remarks on two symmetric polynomials and some matrices
• Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view
• Modified estimators of the contribution rates of population eigenvalues
• Title not available (Why is that?)

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