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Pretest Estimation of Eigenvalues of a Wishart Matrix

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dc.contributor.authorAhmed, S. E.
dc.contributor.authorVolodin, A. I.
dc.contributor.authorJoarder, A. H.
dc.date.accessioned2026-10-25T04:15:36Z
dc.date.issued2002-03
dc.description.abstractIn this paper, we discuss various large sample estimation techniques for eigen values of Wishart matrix. Pretest estimators are proposed and these are compared with the sample eigen values using asymptotic quadratic distributional risk. The relative dominance picture of the proposed estimators is presented. A criteria for the selection of the size of pretest is discussed. It is shown that the significance level for the proposed pretest estimator often coincides with the commonly used level of significance.
dc.identifier.citationAhmed, S. E., Volodin, A. I., & Joarder, A. H. (2002). Pretest estimation of eigenvalues of a Wishart matrix. Intern. Math. Journal, 1(3), 259-272.
dc.identifier.urihttps://repository.ulab.edu.bd/handle/123456789/1240
dc.language.isoen
dc.publisherIntern. Math. Journal
dc.subjectWishart distribution
dc.subjecteigen values
dc.subjectcovariance matrix
dc.subjectpretest estimators
dc.subjectasymptotic quadratic bias
dc.subjectrisk
dc.titlePretest Estimation of Eigenvalues of a Wishart Matrix
dc.typeArticle

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Anwarul Haque Joarder, PhD