An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed

DOI10.1016/j.stamet.2006.05.001zbMath1248.62022MaRDI QIDQ713758

Akimichi Takemura, Yo Sheena

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2006.05.001

zbMATH Keywords

asymptotic distribution; covariance matrix; Stein's loss; orthogonally equivariant estimator; tail minimaxity

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62C20: Minimax procedures in statistical decision theory

Related Items

Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions, An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed, Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues

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