# Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.

SORT (2004)

- Volume: 28, Issue: 2, page 191-200
- ISSN: 1696-2281

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topNeudecker, Heinz. "Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.." SORT 28.2 (2004): 191-200. <http://eudml.org/doc/40458>.

@article{Neudecker2004,

abstract = {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 Löwner partial ordering of symmetric matrices is used.},

author = {Neudecker, Heinz},

journal = {SORT},

keywords = {Análisis multivariante; Estimación; Distribución de Wishart; noncentral Wishart matrix identity; noncentrality matrix; decision-theoretic estimation; matrix loss function; Löwner matrix ordering; Haffians},

language = {eng},

number = {2},

pages = {191-200},

title = {Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.},

url = {http://eudml.org/doc/40458},

volume = {28},

year = {2004},

}

TY - JOUR

AU - Neudecker, Heinz

TI - Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.

JO - SORT

PY - 2004

VL - 28

IS - 2

SP - 191

EP - 200

AB - 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 Löwner partial ordering of symmetric matrices is used.

LA - eng

KW - Análisis multivariante; Estimación; Distribución de Wishart; noncentral Wishart matrix identity; noncentrality matrix; decision-theoretic estimation; matrix loss function; Löwner matrix ordering; Haffians

UR - http://eudml.org/doc/40458

ER -

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