Estimation of eigenvalues of the scale matrix of the multivariate f distribution
Pui Lam Leung · Communication in Statistics- Theory and Methods · 1992
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.