Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions
| Year of publication: |
1998
|
|---|---|
| Authors: | Leung, Pui ; Chan, Wai |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 50.1998, 3, p. 523-530
|
| Publisher: |
Springer |
| Subject: | Covariance matrix | orthogonally invariant estimator | decision-theoretic estimation | shrinkage estimator |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169260