Title of article
Admissible estimator of the eigenvalues of the variance–covariance matrix for multivariate normal distributions
Author/Authors
Sheena، نويسنده , , Yo and Takemura، نويسنده , , Akimichi، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2011
Pages
15
From page
801
To page
815
Abstract
An admissible estimator of the eigenvalues of the variance–covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss.
Keywords
Wishart distribution , Squared error loss , Karlin’s method , covariance matrix
Journal title
Journal of Multivariate Analysis
Serial Year
2011
Journal title
Journal of Multivariate Analysis
Record number
1565583
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