Large-sample estimation strategies for eigenvalues of a Wishart matrix

Metrika

Volumn 47, Issue 1, 1998, Pages 35-45

  Ahmed, S E ^a  

^a UNIVERSITY OF REGINA   (Canada)

Author keywords

Asymptotic quadratic bias and risk; Covariance matrix; Eigenvalues; James stein type estimators; Positive part estimators; Wishart distribution

Indexed keywords

EID: 0041169168     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02742863     Document Type: Article

References (19)

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