Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wishart identity is generalized to become a matrix identity. The concept of L¨owner partial ordering o...
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2004 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/3751 |
| Acceso en línea: | https://hdl.handle.net/2099/3751 |
| Access Level: | acceso abierto |
| Palabra clave: | Multivariate analysis Algebras, Linear Multilinear algebra Matrices Anàlisi multivariable Àlgebra lineal Àlgebra multilineal Matriu S, Teoria Classificació AMS::15 Linear and multilinear algebra matrix theory Classificació AMS::62 Statistics::62H Multivariate analysis |
| Sumario: | The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wishart identity is generalized to become a matrix identity. The concept of L¨owner partial ordering of symmetric matrices is used. |
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