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University of Regina Department of Mathematics & Statistics

University of Regina
Department of Mathematics & Statistics
Speaker: Dr. Ejaz Ahmed
University of Windsor
Department of Mathematics & Statistics
Title: Approximation Assisted Estimation of Eigenvectors Under
Quadratic Loss
Date: Friday, May 5, 2006
Time: 3:30 p.m.
Place: Math & Stats Lounge (CW 307.20)
The estimation of eigenvectors of covariance matrix is considered in
the presence of prior information regarding the parameter vector of
interest. This information in practice will be available in any realistic
problem. Like statistical models underlying the statistical inferences to
be made, the prior information will be susceptible to uncertainty and
the practitioners may be reluctant to impose the additional information
in the estimation process. However, a very large gain in precision may
be achieved by judiciously exploiting the information. In this talk, I


Source: Argerami, Martin - Department of Mathematics and Statistics, University of Regina


Collections: Mathematics