Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions--Detailed Proof--

Details Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions--Detailed Proof-- Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions--Detailed Proof--

2009-08-12

arxiv.org/abs/0908.1701v3

Mathematics

Statistics Theory

34 pages, 1 figure

Scientific paper

An admissible estimator of the eigenvalues of the variance-covariance matrix
is given for multivariate normal distributions with respect to the
scale-invariant squared error loss.

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