scientific article; zbMATH DE number 4003287

MaRDI QIDQ4728046zbMATH OpenFDO

Authors Robb J. Muirhead, Theeraporn Verathaworn

Publication date 1985

zbMATH Keywords

Monte Carlo studytwo-sample problemminimax estimatelatent rootsorthogonally invariant estimatesindependent Wishart matricesapproximate Bayes estimateunbiased estimate of the risk function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10)

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• Minimaxity in estimation of restricted and non-restricted scale parameter matrices
• SIMULATIONS AND DERIVED APPROXIMATIONS FOR THE MEANS AND STANDARD DEVIATIONS OF THE CHARACTERISTIC ROOTS OF A WISHART MATRIX
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