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Search: subject:"orthogonally invariant estimator"
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orthogonally invariant estimator
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Covariance matrix
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decision-theoretic estimation
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shrinkage estimator
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Unbiased estimator
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eigenvalues
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empirical Bayes estimator
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Leung, Pui
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Chan, Wai
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Fujikoshi, Y.
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Gupta, A.
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Ng, Foon
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Sheena, Yo
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Annals of the Institute of Statistical Mathematics
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Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
Sheena, Yo
;
Gupta, A.
;
Fujikoshi, Y.
- In:
Annals of the Institute of Statistical Mathematics
56
(
2004
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10005395672
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2
Improved Estimation of Parameter Matrices in a One-Sample and Two-Sample Problems
Leung, Pui
;
Ng, Foon
- In:
Annals of the Institute of Statistical Mathematics
53
(
2001
)
4
,
pp. 769-780
Persistent link: https://www.econbiz.de/10005395595
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3
Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions
Leung, Pui
;
Chan, Wai
- In:
Annals of the Institute of Statistical Mathematics
50
(
1998
)
3
,
pp. 523-530
Persistent link: https://www.econbiz.de/10005169260
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