Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.
Neudecker, Heinz
SORT, Tome 28 (2004), p. 191-200 / Harvested from Biblioteca Digital de Matemáticas
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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 Löwner partial ordering of symmetric matrices is used.

Publié le : 2004-01-01
DMLE-ID : 3076 
@article{urn:eudml:doc:40458,
     title = {Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.},
     journal = {SORT},
     volume = {28},
     year = {2004},
     pages = {191-200},
     mrnumber = {MR2116191},
     zbl = {1274.62374},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40458}
}

Neudecker, Heinz. Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.. SORT, Tome 28 (2004) pp. 191-200. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40458/