scientific article; zbMATH DE number 889600

zbMATH Open0893.62045MaRDI QIDQ4882276FDOQ4882276

Pui Lam Leung, Milton Lo

Publication date: 24 August 1998

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

zbMATH Keywords

Wishart identitynoncentrality matrixnoncentral multivariate \(F\) distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Cited In (6)

• Decision theoretic estimation of functions of the canonical correlation coefficients
• Time series models for realized covariance matrices based on the matrix-F distribution
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
• Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
• Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial
• Title not available (Why is that?)

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