Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions

Author: Leung P.L.   Chan W.Y.  

Publisher: Springer Publishing Company

ISSN: 0020-3157

Source: Annals of the Institute of Statistical Mathematics, Vol.50, Iss.3, 1998-09, pp. : 523-530

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Abstract