MATHEMATICAL ENGINEERING TECHNICAL REPORTS Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions
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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
Admissible estimator of the eigenvalues of the 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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تاریخ انتشار 2009