Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion

DOI10.1016/J.JMVA.2003.01.001MaRDI QIDQ707391zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, Yo Sheena, Yasunori Fujikoshi

Publication date 9 February 2005

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2003.01.001

zbMATH Keywords

Maximum likelihood estimatorMonte Carlo simulationsOrthogonally invariant estimatorRiskTables

Mathematics Subject Classification ID

Statistical decision theory (62C99) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

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Cites work

• An identity for the noncentral Wishart distribution with application
• Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
• Estimation of a covariance matrix under Stein's loss
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• scientific article; zbMATH DE number 4194962 (Why is no real title available?)
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4149389 (Why is no real title available?)
• scientific article; zbMATH DE number 35449 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• On Certain Characteristics of the Distribution of the Latent Roots of a Symmetric Random Matrix Under General Conditions

Cited in

(16)

• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution
• New estimator for functions of the canonical correlation coefficients
• Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
• Estimation of the parameters of a Wishart extension on symmetric matrices
• An exact test for a column of the covariance matrix based on a single observation
• Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues
• Pretest estimation of eigenvalues of a Wishart matrix
• Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result
• scientific article; zbMATH DE number 4036931 (Why is no real title available?)
• scientific article; zbMATH DE number 35449 (Why is no real title available?)
• Minimax estimation for mixtures of Wishart distributions
• Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial
• An extension of the non-central Wishart distribution with integer shape vector
• An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi

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