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

Heinz Neudecker

SORT (2004)

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

Abstract

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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.

How to cite

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Neudecker, 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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