A note on estimating eigenvalues of scale matrix of the multivariate F-distribution

Yoshihiko Konno

Annals of the Institute of Statistical Mathematics, 1991, vol. 43, issue 1, 157-165

Keywords: Estimation of eigenvalues; multivariate F-distribution; covariance matrix; orthogonally invariant estimators (search for similar items in EconPapers)
Date: 1991
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DOI: 10.1007/BF00116475

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