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Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions
http://hdl.handle.net/10091/13180
http://hdl.handle.net/10091/131808f05a56e-160f-45c8-9849-5443c3f8425d
名前 / ファイル | ライセンス | アクション |
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Admissible_est_eigenvalue_Variance-Covariance_Matrix.pdf (199.1 kB)
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Item type | 学術雑誌論文 / Journal Article(1) | |||||
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公開日 | 2011-06-20 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions | |||||
言語 | ||||||
言語 | eng | |||||
DOI | ||||||
識別子タイプ | DOI | |||||
関連識別子 | https://doi.org/10.1016/j.jmva.2010.12.007 | |||||
関連名称 | 10.1016/j.jmva.2010.12.007 | |||||
キーワード | ||||||
主題 | Covariance matrix, Wishart distribution, Squared error loss, Karlin's method | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | journal article | |||||
著者 |
Sheena, Yo
× Sheena, Yo× Takemura, Akimichi |
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出版者 | ||||||
出版者 | ELSEVIER INC | |||||
引用 | ||||||
内容記述タイプ | Other | |||||
内容記述 | JOURNAL OF MULTIVARIATE ANALYSIS. 102(4): 801-815(2011) | |||||
書誌情報 |
JOURNAL OF MULTIVARIATE ANALYSIS 巻 102, 号 4, p. 801-815, 発行日 2011-04 |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | 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. | |||||
資源タイプ(コンテンツの種類) | ||||||
内容記述タイプ | Other | |||||
内容記述 | Article | |||||
ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 0047-259X | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA0025295X | |||||
権利 | ||||||
権利情報 | Copyright (c) 2010 Elsevier Inc. | |||||
出版タイプ | ||||||
出版タイプ | AM | |||||
出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa | |||||
WoS | ||||||
表示名 | Web of Science | |||||
URL | http://gateway.isiknowledge.com/gateway/Gateway.cgi?&GWVersion=2&SrcAuth=ShinshuUniv&SrcApp=ShinshuUniv&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000287775600006 |