Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions
نویسندگان
چکیده
An admissible estimator of the eigenvalues of the variance-covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss. AMS(2000) Subject Classification: Primary 62C15; Secondary 62F10
منابع مشابه
MATHEMATICAL ENGINEERING TECHNICAL REPORTS Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions
An admissible estimator of the eigenvalues of the variance-covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss. AMS(2000) Subject Classification: Primary 62C15; Secondary 62F10
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ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 102 شماره
صفحات -
تاریخ انتشار 2011