ESTIMATING COVARIANCES IN A MULTIVARIATE NORMAL DISTRIBUTION

Ingram Olkin, Jega Selliah

Type: Book-Chapter

Publication Date: 1977-01-01

Citations: 51

DOI: https://doi.org/10.1016/b978-0-12-307560-4.50021-1

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Action	Title	Year	Authors
+	Large-sample estimation strategies for eigenvalues of a Wishart matrix	1998	S. Ejaz Ahmed
+	Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss	2009	Yoshihiko Konno
+	Bayesian Statistical Inference on Elliptical Matrix Distributions	1999	Kai‐Tai Fang Runze Li
+	Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data	2005	Dongchu Sun Xiaoqian Sun
+	On a Conjecture of Krishnamoorthy and Gupta	1997	François Perron
+	Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues	2007	Yo Sheena Akimichi Takemura
+	Improved estimation of a patterned covariance matrix	1989	Dipak K. Dey Alan E. Gelfand
+	A characterization of matrix groups that act transitively on the cone of positive definite matrices	1994	Steen A. Andersson Michael D. Perlman
+ PDF Chat	Linear discriminant analysis with a generalization of the Moore–Penrose pseudoinverse	2013	Tomasz Górecki Maciej Łuczak
+	Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed	2002	Akimichi Takemura

Works Cited by This (6)

Action	Title	Year	Authors
+ PDF Chat	Admissibility for Estimation with Quadratic Loss	1958	Samuel Karlin
+ PDF Chat	Multivariate Empirical Bayes and Estimation of Covariance Matrices	1976	Bradley Efron Carl N. Morris
+	Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean	1964	Charles Stein
+ PDF Chat	An Improved Estimator of the Generalized Variance	1976	R. W. Shorrock James V. Zidek
+	Introduction to Multivariate Statistical Analysis.	1959	William G. Madow T. W. Anderson
+ PDF Chat	Some Applications of the Cramer-Rao Inequality	1951	J. L. Hodges