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Original Articles

Estimation of eigenvalues of the scale matrix of the multivariate f distribution

Pages 1845-1856 | Received 01 Jan 1992, Published online: 27 Jun 2007
 

Abstract

Let F have the multivariate F distribution with a scale matrix Δ. In this paper, the problem of estimating the eigenvalues of the scale matrix Δ is considered. New class of estimators are obtained which dominate the best linear estimator of the form cF. Simulation study is also carried out to compare the performance of these estimators.

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