Abstract
The area of decision-theoretic multiparameter estimation in multivariate statistics has been one of intense activity and wide interest over the past few years. Many classical procedures revolve around the eigen structures of random and parameter matrices. Invariance and other considerations tend to focus a great deal of attention on the eigenvalues. The purpose of this paper is to review some of the work relating to eigenvalue estimation.
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Muirhead, R.J. (1987). Developments in Eigenvalue Estimation. In: Gupta, A.K. (eds) Advances in Multivariate Statistical Analysis. Theory and Decision Library, vol 5. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-0653-7_14
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DOI: https://doi.org/10.1007/978-94-017-0653-7_14
Publisher Name: Springer, Dordrecht
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