Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions

Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix

Takemura, Akimichi, (2005)

Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss

Sheena, Yo, (1992)

Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues

Sheena, Yo, (2008)