Abstract
The simultaneous estimation of the characteristic roots of the scale matrix of the multivariatet-model is considered. The improved estimation strategies are developed in the light of a quadratic loss function. It is demonstrated analytically and numerically that the class of proposed estimators outperforms the class of usual estimators in the sense of having smaller risk.
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Joarder, A.H., Ahmed, S.E. Estimation of the characteristic roots of the scale matrix. Metrika 44, 259–267 (1996). https://doi.org/10.1007/BF02614070
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DOI: https://doi.org/10.1007/BF02614070