This paper generalizes an identity for the Wishart distribution (derived independently by C. Stein and L. Haff) to the noncentral Wishart distribution. As an application of this noncentral Wishart identity, we consider the problem of estimating the noncentrality matrix of a noncentral Wishart distribution. This noncentral Wishart identity is used to develop a class of orthogonally invariant estimators which dominate the usual unbiased estimator
If the elements of a matrix $S$ follow a central Wishart distribution $W_{k}(n,\Sigma)$ and $a'\Sigm...
AbstractFor orthogonally invariant estimation of Σ of Wishart distribution using Stein's loss, any e...
Complex Wishart matrices are a class of random matrices with numerous emerging applications. In part...
This paper generalizes an identity for the Wishart distribution (derived independently by C. Stein a...
This paper generalizes an identity for the Wishart distribution (derived independently by C. Stein a...
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The metho...
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. ...
AbstractWhile the noncentral Wishart distribution is generally introduced as the distribution of the...
AbstractLet Sp×p have a Wishart distribution with unknown matrix Σ and k degrees of freedom. For a m...
AbstractWe consider the problem of estimating the eigenvalues of noncentrality parameter matrix in n...
this article, we extend the results on the noncentral Wishart distribution and related distributions...
AbstractThis paper derives the joint density of a particular trivariate non-central χ2 distribution ...
Let Sp-p have a Wishart distribution with unknown matrix [Sigma] and k degrees of freedom. For a mat...
This paper derives the joint density of a particular trivariate non-central chi(2) distribution corr...
summary:In a multivariate normal distribution, let the inverse of the covariance matrix be a band ma...
If the elements of a matrix $S$ follow a central Wishart distribution $W_{k}(n,\Sigma)$ and $a'\Sigm...
AbstractFor orthogonally invariant estimation of Σ of Wishart distribution using Stein's loss, any e...
Complex Wishart matrices are a class of random matrices with numerous emerging applications. In part...
This paper generalizes an identity for the Wishart distribution (derived independently by C. Stein a...
This paper generalizes an identity for the Wishart distribution (derived independently by C. Stein a...
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The metho...
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. ...
AbstractWhile the noncentral Wishart distribution is generally introduced as the distribution of the...
AbstractLet Sp×p have a Wishart distribution with unknown matrix Σ and k degrees of freedom. For a m...
AbstractWe consider the problem of estimating the eigenvalues of noncentrality parameter matrix in n...
this article, we extend the results on the noncentral Wishart distribution and related distributions...
AbstractThis paper derives the joint density of a particular trivariate non-central χ2 distribution ...
Let Sp-p have a Wishart distribution with unknown matrix [Sigma] and k degrees of freedom. For a mat...
This paper derives the joint density of a particular trivariate non-central chi(2) distribution corr...
summary:In a multivariate normal distribution, let the inverse of the covariance matrix be a band ma...
If the elements of a matrix $S$ follow a central Wishart distribution $W_{k}(n,\Sigma)$ and $a'\Sigm...
AbstractFor orthogonally invariant estimation of Σ of Wishart distribution using Stein's loss, any e...
Complex Wishart matrices are a class of random matrices with numerous emerging applications. In part...
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