| dc.contributor.author | Neudecker, Heinz |
| dc.date.accessioned | 2007-11-12T19:20:36Z |
| dc.date.available | 2007-11-12T19:20:36Z |
| dc.date.issued | 2004 |
| dc.identifier.citation | Neudecker, 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 |
| dc.identifier.issn | 1696-2281 |
| dc.identifier.uri | http://hdl.handle.net/2099/3751 |
| dc.description.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. |
| dc.format.extent | 191-200 |
| dc.language.iso | eng |
| dc.publisher | Institut d'Estadística de Catalunya |
| dc.relation.ispartof | SORT. 2004, Vol. 28, Núm. 2 [July-December] |
| dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
| dc.subject.other | Multivariate analysis |
| dc.subject.other | Algebras, Linear |
| dc.subject.other | Multilinear algebra |
| dc.subject.other | Matrices |
| dc.title | Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result |
| dc.type | Article |
| dc.subject.lemac | Anàlisi multivariable |
| dc.subject.lemac | Àlgebra lineal |
| dc.subject.lemac | Àlgebra multilineal |
| dc.subject.lemac | Matriu S, Teoria |
| dc.description.peerreviewed | Peer Reviewed |
| dc.subject.ams | Classificació AMS::15 Linear and multilinear algebra; matrix theory |
| dc.subject.ams | Classificació AMS::62 Statistics::62H Multivariate analysis |
| dc.rights.access | Open Access |
| local.personalitzacitacio | true |
