Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions--Detailed Proof--
classification
🧮 math.ST
stat.TH
keywords
admissibleeigenvaluesestimatormatrixmultivariatenormalvariance-covariancedistributions
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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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