scientific article; zbMATH DE number 4003287

zbMATH Open0618.62062MaRDI QIDQ4728046FDOQ4728046

Authors: Robb J. Muirhead, Theeraporn Verathaworn 

Publication date: 1985

Title of this publication is not available (Why is that?)

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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)

Cited In (7)

• Title not available (Why is that?)
• An identity for the noncentral Wishart distribution with application
• 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
• Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\)
• Simultaneous estimation of eigenvalues
• A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution

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