Article ID Journal Published Year Pages File Type
1146380 Journal of Multivariate Analysis 2011 15 Pages PDF
Abstract

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.

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Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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Admissible estimator of the eigenvalues of the variance–covariance matrix for multivariate normal distributions
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