arXiv Open Access 2009

Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions--Detailed Proof--

Yo Sheena Akimichi Takemura

Lihat Sumber

Abstrak

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.

Topik & Kata Kunci

math.ST

Penulis (2)

Yo Sheena

Akimichi Takemura

Format Sitasi

APA MLA BibTeX

Sheena, Y., Takemura, A. (2009). Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions--Detailed Proof--. https://arxiv.org/abs/0908.1701

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2009
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓