scientific article; zbMATH DE number 1067782

MaRDI QIDQ4358401zbMATH OpenFDO

Authors A. H. Joarder, M. Amir Hossain

Publication date 24 August 1998

zbMATH Keywords

eigenvalueselliptical distributionsquadratic lossscale matrixsimultaneous estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cited in

(7)

• A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
• Estimation of scatter matrix based on i.i.d. sample from elliptical distributions
• Modified estimators of the contribution rates of population eigenvalues
• Estimation of the characteristic roots of the scale matrix
• SIMULTANEOUS ESTIMATION OF SCALE MATRICES IN TWO-SAMPLE PROBLEM UNDER ELLIPTICALLY CONTOURED DISTRIBUTIONS
• Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix
• Estimation of the scale matrix of a class of elliptical distributions

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