Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate F distributions

Annals of the Institute of Statistical Mathematics

Volumn 50, Issue 3, 1998, Pages 523-530

  Leung, Pui Lam ^a   Chan, Wai Yin ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Covariance matrix; Decision theoretic estimation; Orthogonally invariant estimator; Shrinkage estimator

Indexed keywords

EID: 7844236774     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003529529228     Document Type: Article

References (17)

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