Return to search

Estimation of the scale matrix and their eigenvalues in the Wishart and the multivariate F distribution.

by Wai-Yin Chan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1996. / Includes bibliographical references (leaves 42-45). / Chapter Chapter 1 --- Introduction / Chapter 1.1 --- Main Problems --- p.1 / Chapter 1.2 --- Class of Regularized Estimator --- p.4 / Chapter 1.3 --- Preliminaries --- p.6 / Chapter 1.4 --- Related Works --- p.9 / Chapter 1.5 --- Brief Summary --- p.10 / Chapter Chapter 2 --- Estimation of the Covariance Matrix and its Eigenvalues in a Wishart Distribution / Chapter 2.1 --- Significance of The Problem --- p.12 / Chapter 2.2 --- Review of the Previous Work --- p.13 / Chapter 2.3 --- Properties of the Wishart Distribution --- p.18 / Chapter 2.4 --- Main Results --- p.20 / Chapter 2.5 --- Simulation Study --- p.23 / Chapter Chapter 3 --- Estimation of the Scale Matrix and its Eigenvalues in a Multivariate F Distribution / Chapter 3.1 --- Formulation and significance of the Problem --- p.26 / Chapter 3.2 --- Review of the Previous Works --- p.28 / Chapter 3.3 --- Properties of Multivariate F Distribution --- p.30 / Chapter 3.4 --- Main Results --- p.33 / Chapter 3.5 --- Simulation Study --- p.38 / Chapter Chapter 4 --- Further research --- p.40 / Reference --- p.42 / Appendix --- p.46

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_321494
Date January 1996
ContributorsChan, Wai Yin., Chinese University of Hong Kong Graduate School. Division of Statistics.
PublisherChinese University of Hong Kong
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, 56 leaves ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

Page generated in 0.0138 seconds