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

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hdl:2099/3751
Document typeArticle
Defense date2004
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
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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 L¨owner partial ordering of symmetric matrices is used.
CitationNeudecker, Heinz. "Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result". SORT, 2004, Vol. 28, núm. 2
ISSN1696-2281
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