Perturbation Inequalities and Confidence Sets for Functions of a Scatter Matrix

Journal of Multivariate Analysis

Volumn 65, Issue 1, 1998, Pages 19-35

  Dümbgen, Lutz ^a  

^a NONE

Author keywords

Correlation (partial, multiple, canonical); Eigenspace; Eigenvalue; Extreme roots; Fisher's Z transformation; Nonlinear; Perturation inequality; Prediction error; Scatter matrix; Simultaneous confidence bounds

Indexed keywords

EID: 0038907575     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1997.1724     Document Type: Article

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