Large-sample estimation strategies for eigenvalues of a Wishart matrix
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF02742863.pdf
Reference19 articles.
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4. Berger JO (1985) Statistical decision theory and Bayesian analysis, second edition. Springer-Verlag, New York
5. Brandwein AC, Strawderman WE (1990) Stein estimation: The spherically symmetric case. Statistical Science 5:356–369
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