A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference8 articles.
1. An Introduction to Multivariate Statistical Analysis;Anderson,1984
2. Simultaneous estimation of eigenvalues;Dey;Ann. Inst. Statist. Math.,1988
3. An identity for the Wishart distribution with application;Haff;J. Multivariate Anal.,1979
4. Estimation of the inverse covariance matrix: random mixtures of the inverse Wishart matrix and the identity;Haff;Ann. Statist.,1979
5. Empirical Bayes estimation of the multivariate normal covariance matrix;Haff;Ann. Statist.,1980
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution—Geometrical view;Journal of Statistical Planning and Inference;2014-07
2. Admissible estimator of the eigenvalues of the variance–covariance matrix for multivariate normal distributions;Journal of Multivariate Analysis;2011-04
3. Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates;IEEE Transactions on Information Theory;2008-11
4. Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions;Annals of the Institute of Statistical Mathematics;1998-09
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